-63.2%
FLUT vs ROIV
+97.8%
-161.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -2.2% |
| 7D | +4.2% | +3.0% | +1.1% | +4.3% |
| 30D | +8.0% | +6.8% | +1.2% | +8.2% |
| 3M | -22.1% | +10.5% | -32.6% | -22.3% |
| 6M | -21.7% | +34.8% | -56.5% | -24.1% |
| YTD | -62.0% | +76.2% | -138.1% | -65.2% |
| 1Y | -63.2% | +92.4% | -155.6% | -69.1% |
| All | -63.2% | +97.8% | -161.0% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling