-50.6%
FLUT vs RMBS
+269.8%
-320.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.5% |
| 7D | -2.6% | +3.5% | -6.1% | -3.2% |
| 30D | +5.4% | -8.6% | +14.0% | +6.8% |
| 3M | -10.8% | -40.3% | +29.5% | -3.2% |
| 6M | -9.2% | -1.0% | -8.2% | -15.2% |
| YTD | -53.8% | -4.6% | -49.2% | -57.2% |
| 1Y | -66.0% | +17.6% | -83.5% | -70.7% |
| 3Y | -44.7% | +58.6% | -103.3% | -59.4% |
| 5Y | -50.6% | +270.9% | -321.5% | -74.0% |
| All | -50.6% | +269.8% | -320.4% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling