-65.8%
FLUT vs RGEN
+45.2%
-111.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | +7.7% | +5.7% | +2.1% | +6.3% |
| 3M | -0.7% | +32.4% | -33.2% | -8.3% |
| 6M | -11.2% | +33.2% | -44.3% | -18.8% |
| YTD | -53.4% | +2.3% | -55.7% | -54.8% |
| 1Y | -65.8% | +39.0% | -104.8% | -66.2% |
| All | -65.8% | +45.2% | -111.0% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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