-26.8%
FLUT vs RNG
+234.5%
-261.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -0.7% | +4.6% | -5.3% | -1.3% |
| 30D | +9.3% | +0.4% | +8.8% | +8.9% |
| 3M | -17.5% | +11.4% | -28.9% | -19.0% |
| 6M | -14.6% | +95.7% | -110.3% | -23.0% |
| YTD | -62.3% | +162.9% | -225.2% | -67.8% |
| 1Y | -59.6% | +180.3% | -239.9% | -65.8% |
| 3Y | -45.3% | +188.3% | -233.6% | -54.8% |
| 5Y | -50.4% | -72.5% | +22.1% | -52.8% |
| All | -26.8% | +234.5% | -261.3% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling