-25.6%
FLUT vs RGEN
+455.0%
-480.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | +3.4% | +0.1% | +3.4% | +3.2% |
| 3M | -12.5% | +6.6% | -19.1% | -13.9% |
| 6M | -18.5% | +40.9% | -59.4% | -23.5% |
| YTD | -61.6% | +6.2% | -67.8% | -62.6% |
| 1Y | -64.1% | +19.4% | -83.5% | -65.6% |
| 3Y | -44.5% | +17.9% | -62.4% | -47.8% |
| 5Y | -51.3% | -34.0% | -17.3% | -53.4% |
| All | -25.6% | +455.0% | -480.5% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling