-44.6%
FLUT vs RMBS
+52.4%
-97.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | -0.3% | -11.5% | +11.1% | +1.2% |
| 3M | -12.6% | -38.2% | +25.6% | -7.3% |
| 6M | -8.0% | -4.8% | -3.2% | -12.9% |
| YTD | -54.1% | -7.1% | -47.0% | -56.9% |
| 1Y | -66.1% | +10.7% | -76.8% | -69.8% |
| All | -44.6% | +52.4% | -97.0% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling