-62.4%
JD vs FLUT
-52.1%
-10.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +4.6% | +9.3% | -4.6% | +2.5% |
| 3M | -4.7% | -17.5% | +12.7% | -1.5% |
| 6M | -17.4% | -14.6% | -2.7% | -15.7% |
| YTD | +0.7% | -62.3% | +63.0% | +23.3% |
| 1Y | -5.9% | -59.6% | +53.8% | +13.2% |
| 3Y | +18.9% | -45.3% | +64.2% | +26.4% |
| All | -62.4% | -52.1% | -10.3% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling