-9.2%
FLUT vs RBA
+182.6%
-191.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.9% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | +6.3% | -13.2% | +19.5% | +8.9% |
| 3M | -4.0% | -21.4% | +17.3% | +0.3% |
| 6M | -10.3% | -20.9% | +10.6% | -6.4% |
| YTD | -53.2% | -19.9% | -33.3% | -51.3% |
| 1Y | -65.0% | -28.7% | -36.4% | -63.0% |
| 3Y | -43.9% | +27.4% | -71.3% | -45.4% |
| 5Y | -49.2% | +41.7% | -91.0% | -51.9% |
| 10Y | -9.2% | +189.6% | -198.8% | -15.9% |
| All | -9.2% | +182.6% | -191.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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