-11.0%
FLUT vs RMBS
+554.0%
-565.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | -0.3% | -11.5% | +11.1% | +1.3% |
| 3M | -12.6% | -38.2% | +25.6% | -7.1% |
| 6M | -8.0% | -4.8% | -3.2% | -11.8% |
| YTD | -54.1% | -7.1% | -47.0% | -56.3% |
| 1Y | -66.1% | +10.7% | -76.8% | -69.2% |
| 3Y | -45.0% | +54.5% | -99.5% | -55.1% |
| 5Y | -51.2% | +261.7% | -312.9% | -65.5% |
| All | -11.0% | +554.0% | -565.0% | -39.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling