-47.6%
FLUT vs RMBS
+249.4%
-297.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.7% |
| 7D | +4.5% | +3.0% | +1.6% | +3.6% |
| 30D | +9.2% | -15.5% | +24.7% | +11.6% |
| 3M | -13.7% | -11.5% | -2.2% | -13.0% |
| 6M | -9.0% | -36.5% | +27.5% | -5.0% |
| YTD | -60.2% | -7.1% | -53.1% | -63.4% |
| 1Y | -63.1% | -18.7% | -44.5% | -65.0% |
| 3Y | -42.5% | +36.2% | -78.6% | -56.2% |
| 5Y | -47.6% | +252.0% | -299.6% | -75.2% |
| All | -47.6% | +249.4% | -297.0% | -75.2% |
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