-10.4%
FLUT vs RMBS
+571.6%
-582.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | -2.6% | +3.5% | -6.1% | -3.1% |
| 30D | +5.4% | -8.6% | +14.0% | +6.6% |
| 3M | -10.8% | -40.3% | +29.5% | -4.6% |
| 6M | -9.2% | -1.0% | -8.2% | -13.5% |
| YTD | -53.8% | -4.6% | -49.2% | -56.2% |
| 1Y | -66.0% | +17.6% | -83.5% | -69.3% |
| 3Y | -44.7% | +58.6% | -103.3% | -55.0% |
| 5Y | -50.6% | +270.9% | -321.5% | -65.2% |
| All | -10.4% | +571.6% | -582.1% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling