-64.1%
FLUT vs RBA
-3.8%
-60.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.5% | +3.2% | -4.7% | -2.9% |
| 30D | +3.4% | +12.0% | -8.6% | -1.8% |
| 3M | -12.5% | +2.9% | -15.4% | -14.0% |
| 6M | -18.5% | -6.3% | -12.2% | -15.9% |
| YTD | -61.6% | -5.9% | -55.7% | -62.3% |
| 1Y | -64.1% | -3.9% | -60.2% | -65.3% |
| All | -64.1% | -3.8% | -60.3% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling