+1,658.1%
FLUT vs RBA
+2,635.1%
-977.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -1.1% | +4.3% | -5.3% | -1.5% |
| 30D | +7.7% | +16.3% | -8.6% | +6.1% |
| 3M | -12.2% | +1.3% | -13.5% | -12.4% |
| 6M | -17.6% | -11.1% | -6.5% | -16.7% |
| YTD | -62.0% | -8.5% | -53.5% | -61.7% |
| 1Y | -62.3% | -2.1% | -60.1% | -62.2% |
| 3Y | -52.0% | +44.6% | -96.5% | -53.2% |
| 5Y | -51.8% | +36.8% | -88.6% | -53.3% |
| 10Y | -26.3% | +227.3% | -253.6% | -30.8% |
| All | +1,658.1% | +2,635.1% | -977.0% | +1,367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling