-42.4%
FLUT vs RMBS
+37.1%
-79.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.9% |
| 7D | +4.5% | +3.0% | +1.6% | +3.9% |
| 30D | +9.2% | -15.5% | +24.7% | +11.0% |
| 3M | -13.7% | -11.5% | -2.2% | -13.1% |
| 6M | -9.0% | -36.5% | +27.5% | -5.9% |
| YTD | -60.2% | -7.1% | -53.1% | -63.0% |
| 1Y | -63.1% | -18.7% | -44.5% | -64.8% |
| All | -42.4% | +37.1% | -79.4% | -54.8% |
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