-59.6%
FLUT vs RMBS
-18.4%
-41.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.0% |
| 7D | -0.7% | +10.3% | -11.0% | -0.6% |
| 30D | +9.3% | -10.7% | +20.0% | +9.2% |
| 3M | -17.5% | -17.2% | -0.3% | -17.3% |
| 6M | -14.6% | -39.0% | +24.4% | -14.2% |
| YTD | -62.3% | -10.5% | -51.8% | -64.1% |
| 1Y | -59.6% | -11.0% | -48.7% | -61.5% |
| All | -59.6% | -18.4% | -41.3% | -61.5% |
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