-49.2%
FLUT vs RGEN
-42.7%
-6.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +6.3% | +2.8% | +3.5% | +5.6% |
| 3M | -4.0% | +34.5% | -38.5% | -10.9% |
| 6M | -10.3% | +40.5% | -50.7% | -17.9% |
| YTD | -53.2% | +2.8% | -56.0% | -54.1% |
| 1Y | -65.0% | +39.6% | -104.7% | -68.1% |
| 3Y | -43.9% | +4.4% | -48.3% | -47.5% |
| 5Y | -49.2% | -42.8% | -6.5% | -51.2% |
| All | -49.2% | -42.7% | -6.5% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling