-9.3%
FLUT vs RJF
+429.3%
-438.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | -2.7% | +3.2% | +1.0% |
| 30D | +2.5% | -4.3% | +6.8% | +3.5% |
| 3M | -9.2% | +15.7% | -25.0% | -12.0% |
| 6M | -8.2% | +17.8% | -26.0% | -11.4% |
| YTD | -53.2% | +9.2% | -62.4% | -54.1% |
| 1Y | -65.6% | +2.8% | -68.4% | -65.8% |
| 3Y | -43.6% | +69.5% | -113.0% | -48.2% |
| 5Y | -50.3% | +105.9% | -156.2% | -55.0% |
| All | -9.3% | +429.3% | -438.6% | -10.4% |
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