-63.2%
FLUT vs RMBS
-18.2%
-45.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -2.2% |
| 7D | +4.2% | -8.9% | +13.1% | +4.3% |
| 30D | +8.0% | -24.8% | +32.8% | +8.5% |
| 3M | -22.1% | -17.6% | -4.5% | -21.7% |
| 6M | -21.7% | -25.7% | +4.0% | -23.3% |
| YTD | -62.0% | -9.8% | -52.2% | -65.2% |
| 1Y | -63.2% | -17.4% | -45.8% | -66.0% |
| All | -63.2% | -18.2% | -45.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling