+2,054.3%
FLUT vs RGEN
+6,768.9%
-4,714.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | -4.9% | +3.3% | -1.3% |
| 30D | +7.7% | +5.7% | +2.1% | +7.3% |
| 3M | -0.7% | +32.4% | -33.2% | -2.7% |
| 6M | -11.2% | +33.2% | -44.3% | -13.1% |
| YTD | -53.4% | +2.3% | -55.7% | -53.7% |
| 1Y | -65.8% | +39.0% | -104.8% | -66.6% |
| 3Y | -44.9% | -4.6% | -40.3% | -45.7% |
| 5Y | -49.7% | -42.7% | -7.0% | -49.9% |
| 10Y | -9.7% | +433.6% | -443.3% | -16.3% |
| All | +2,054.3% | +6,768.9% | -4,714.6% | +1,662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling