-50.6%
FLUT vs RJF
+106.2%
-156.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +5.4% | -2.0% | +7.4% | +6.5% |
| 3M | -10.8% | +16.3% | -27.1% | -17.5% |
| 6M | -9.2% | +16.9% | -26.1% | -16.5% |
| YTD | -53.8% | +10.4% | -64.2% | -56.3% |
| 1Y | -66.0% | +7.4% | -73.4% | -67.3% |
| 3Y | -44.7% | +72.2% | -116.9% | -57.9% |
| 5Y | -50.6% | +105.1% | -155.7% | -64.9% |
| All | -50.6% | +106.2% | -156.8% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling