-10.4%
FLUT vs RGEN
+402.3%
-412.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -2.6% | -4.6% | +2.0% | -1.9% |
| 30D | +5.4% | +1.2% | +4.2% | +5.2% |
| 3M | -10.8% | +26.8% | -37.6% | -14.3% |
| 6M | -9.2% | +29.1% | -38.3% | -13.2% |
| YTD | -53.8% | +0.7% | -54.5% | -54.3% |
| 1Y | -66.0% | +39.1% | -105.0% | -67.9% |
| 3Y | -44.7% | +2.2% | -46.9% | -46.8% |
| 5Y | -50.6% | -44.0% | -6.6% | -51.9% |
| 10Y | -10.4% | +412.7% | -423.2% | -14.0% |
| All | -10.4% | +402.3% | -412.7% | -14.0% |
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