+2,054.3%
FLUT vs RJF
+3,262.2%
-1,207.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +7.7% | -1.3% | +9.0% | +7.9% |
| 3M | -0.7% | +18.9% | -19.6% | -2.4% |
| 6M | -11.2% | +15.0% | -26.2% | -12.4% |
| YTD | -53.4% | +12.2% | -65.7% | -54.0% |
| 1Y | -65.8% | +5.6% | -71.4% | -65.9% |
| 3Y | -44.9% | +74.9% | -119.8% | -47.4% |
| 5Y | -49.7% | +106.6% | -156.3% | -52.4% |
| 10Y | -9.7% | +433.1% | -442.8% | -18.7% |
| All | +2,054.3% | +3,262.2% | -1,207.9% | +1,797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling