-44.3%
FLUT vs RNG
+122.1%
-166.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.6% | -4.1% | +1.5% | -1.9% |
| 30D | +5.4% | +8.6% | -3.3% | +3.7% |
| 3M | -10.8% | +78.0% | -88.7% | -20.0% |
| 6M | -9.2% | +67.0% | -76.3% | -18.4% |
| YTD | -53.8% | +142.4% | -196.2% | -61.5% |
| 1Y | -66.0% | +120.4% | -186.4% | -71.2% |
| All | -44.3% | +122.1% | -166.3% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling