-49.8%
FLUT vs RNG
-72.1%
+22.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -0.7% | +4.6% | -5.3% | -1.6% |
| 30D | +9.3% | +0.4% | +8.8% | +8.8% |
| 3M | -17.5% | +11.4% | -28.9% | -19.8% |
| 6M | -14.6% | +95.7% | -110.3% | -26.7% |
| YTD | -62.3% | +162.9% | -225.2% | -70.2% |
| 1Y | -59.6% | +180.3% | -239.9% | -68.6% |
| 3Y | -45.3% | +188.3% | -233.6% | -59.5% |
| All | -49.8% | -72.1% | +22.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling