-26.8%
FLUT vs RGEN
+415.2%
-442.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | +9.3% | -5.8% | +15.1% | +10.0% |
| 3M | -17.5% | +0.2% | -17.7% | -18.1% |
| 6M | -14.6% | +56.8% | -71.4% | -21.2% |
| YTD | -62.3% | +2.4% | -64.7% | -63.0% |
| 1Y | -59.6% | +11.4% | -71.1% | -60.9% |
| 3Y | -45.3% | +15.2% | -60.5% | -48.4% |
| 5Y | -50.4% | -35.1% | -15.3% | -52.4% |
| All | -26.8% | +415.2% | -442.0% | -30.4% |
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