-11.0%
FLUT vs RNG
+223.4%
-234.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.6% | -9.6% | +6.0% | -2.3% |
| 30D | -0.3% | +8.8% | -9.2% | -1.6% |
| 3M | -12.6% | +78.6% | -91.2% | -19.8% |
| 6M | -8.0% | +70.3% | -78.3% | -15.4% |
| YTD | -54.1% | +140.3% | -194.5% | -60.1% |
| 1Y | -66.1% | +126.6% | -192.7% | -70.3% |
| 3Y | -45.0% | +120.2% | -165.2% | -52.9% |
| 5Y | -51.2% | -68.3% | +17.1% | -53.2% |
| All | -11.0% | +223.4% | -234.4% | -15.9% |
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