-26.8%
FLUT vs RJF
+326.9%
-353.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.7% | +3.6% | -4.3% | -1.5% |
| 30D | +9.3% | +7.2% | +2.0% | +7.5% |
| 3M | -17.5% | -6.5% | -11.0% | -16.4% |
| 6M | -14.6% | +10.3% | -24.9% | -16.6% |
| YTD | -62.3% | +6.5% | -68.8% | -62.8% |
| 1Y | -59.6% | +6.1% | -65.8% | -60.2% |
| 3Y | -45.3% | +74.9% | -120.2% | -50.0% |
| 5Y | -50.4% | +81.3% | -131.8% | -54.9% |
| All | -26.8% | +326.9% | -353.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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