-65.0%
FLUT vs RBA
-28.4%
-36.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.4% |
| 7D | +3.8% | -1.1% | +4.9% | +4.2% |
| 30D | +6.3% | -13.2% | +19.5% | +12.4% |
| 3M | -4.0% | -21.4% | +17.3% | +6.6% |
| 6M | -10.3% | -20.9% | +10.6% | -1.3% |
| YTD | -53.2% | -19.9% | -33.3% | -49.0% |
| 1Y | -65.0% | -28.7% | -36.4% | -62.2% |
| All | -65.0% | -28.4% | -36.7% | -62.2% |
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 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