-46.0%
FLUT vs RGEN
+19.6%
-65.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | -0.2% |
| 7D | -6.5% | +3.5% | -9.9% | -7.2% |
| 30D | +2.8% | +2.9% | -0.1% | +1.9% |
| 3M | -13.5% | +9.2% | -22.6% | -16.0% |
| 6M | -19.0% | +44.9% | -63.9% | -26.9% |
| YTD | -61.9% | +9.2% | -71.1% | -63.5% |
| 1Y | -63.2% | +25.3% | -88.5% | -65.8% |
| 3Y | -46.0% | +21.7% | -67.8% | -50.3% |
| All | -46.0% | +19.6% | -65.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling