-64.4%
FLUT vs RGEN
+19.7%
-84.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | -12.5% | +6.6% | -19.1% | -15.3% |
| 6M | -18.5% | +40.9% | -59.4% | -28.4% |
| YTD | -61.6% | +6.2% | -67.8% | -62.2% |
| All | -64.4% | +19.7% | -84.1% | -66.7% |
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