+17.6%
JD vs FLUT
-9.2%
+26.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.2% |
| 7D | -0.8% | +3.8% | -4.6% | -1.5% |
| 30D | -16.0% | +6.3% | -22.3% | -17.1% |
| 3M | -3.2% | -4.0% | +0.9% | -3.0% |
| 6M | +6.1% | -10.3% | +16.3% | +7.0% |
| YTD | -0.1% | -53.2% | +53.1% | +12.6% |
| 1Y | -12.7% | -65.0% | +52.3% | +3.2% |
| 3Y | -6.3% | -43.9% | +37.6% | -0.2% |
| 5Y | -61.3% | -49.2% | -12.1% | -60.2% |
| 10Y | +17.6% | -9.2% | +26.8% | +17.5% |
| All | +17.6% | -9.2% | +26.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling