-58.8%
FLUT vs ROIV
+276.5%
-335.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | +9.3% | +17.6% | -8.3% | +7.1% |
| 3M | -17.5% | +9.0% | -26.4% | -18.7% |
| 6M | -14.6% | +35.3% | -49.9% | -18.6% |
| YTD | -62.3% | +82.2% | -144.4% | -65.6% |
| 1Y | -59.6% | +92.3% | -151.9% | -63.5% |
| 3Y | -45.3% | +336.8% | -382.1% | -55.8% |
| 5Y | -50.4% | +370.6% | -421.0% | -64.1% |
| All | -58.8% | +276.5% | -335.3% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling