-43.9%
FLUT vs RJF
+76.7%
-120.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +3.8% | +1.8% | +2.1% | +2.8% |
| 30D | +6.3% | 0.0% | +6.3% | +6.3% |
| 3M | -4.0% | +18.0% | -22.0% | -12.8% |
| 6M | -10.3% | +17.0% | -27.3% | -18.3% |
| YTD | -53.2% | +11.1% | -64.3% | -56.2% |
| 1Y | -65.0% | +8.0% | -73.0% | -66.7% |
| 3Y | -43.9% | +73.3% | -117.2% | -58.0% |
| All | -43.9% | +76.7% | -120.6% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling