-22.9%
FLUT vs RBA
+209.3%
-232.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | +9.2% | +9.0% | +0.2% | +7.4% |
| 3M | -13.7% | +7.2% | -20.8% | -14.9% |
| 6M | -9.0% | -7.8% | -1.3% | -7.7% |
| YTD | -60.2% | -6.4% | -53.9% | -59.8% |
| 1Y | -63.1% | -4.2% | -59.0% | -62.9% |
| 3Y | -42.5% | +64.1% | -106.5% | -46.3% |
| 5Y | -47.6% | +48.4% | -96.0% | -51.3% |
| 10Y | -22.9% | +209.9% | -232.8% | -31.2% |
| All | -22.9% | +209.3% | -232.2% | -31.2% |
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