+54.3%
JD vs FLUT
+24.6%
+29.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | -1.7% | -1.6% | 0.0% | -1.5% |
| 30D | -13.2% | +7.7% | -20.9% | -14.2% |
| 3M | -3.2% | -0.7% | -2.5% | -3.5% |
| 6M | +15.2% | -11.2% | +26.4% | +16.2% |
| YTD | +2.0% | -53.4% | +55.4% | +12.2% |
| 1Y | -5.4% | -65.8% | +60.4% | +8.3% |
| 3Y | -9.1% | -44.9% | +35.8% | -4.0% |
| 5Y | -59.6% | -49.7% | -9.9% | -58.5% |
| 10Y | +26.2% | -9.7% | +36.0% | +25.5% |
| All | +54.3% | +24.6% | +29.7% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling