-49.2%
FLUT vs RMD
-21.0%
-28.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.4% |
| 7D | +3.8% | -4.5% | +8.3% | +5.0% |
| 30D | +6.3% | +4.6% | +1.7% | +5.2% |
| 3M | -4.0% | +14.8% | -18.8% | -7.3% |
| 6M | -10.3% | -12.1% | +1.8% | -7.9% |
| YTD | -53.2% | -7.5% | -45.7% | -52.6% |
| 1Y | -65.0% | -20.1% | -45.0% | -63.4% |
| 3Y | -43.9% | +53.9% | -97.8% | -52.3% |
| 5Y | -49.2% | -22.2% | -27.0% | -45.2% |
| All | -49.2% | -21.0% | -28.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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