-7.2%
JD vs FLUT
-64.2%
+56.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | +5.2% | -1.5% | +6.7% | +5.3% |
| 30D | +4.5% | +3.4% | +1.1% | +4.1% |
| 3M | -15.4% | -12.5% | -2.9% | -14.6% |
| 6M | -6.0% | -18.5% | +12.4% | -4.5% |
| YTD | +2.2% | -61.6% | +63.8% | +14.5% |
| All | -7.2% | -64.2% | +56.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling