-44.5%
FLUT vs ROIV
+379.0%
-423.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.5% |
| 7D | -1.5% | +14.3% | -15.8% | -3.0% |
| 30D | +3.4% | +16.2% | -12.8% | +1.6% |
| 3M | -12.5% | +15.1% | -27.6% | -14.4% |
| 6M | -18.5% | +44.2% | -62.7% | -24.3% |
| YTD | -61.6% | +89.8% | -151.4% | -66.9% |
| 1Y | -64.1% | +94.6% | -158.7% | -69.3% |
| 3Y | -44.5% | +367.5% | -412.0% | -62.7% |
| All | -44.5% | +379.0% | -423.4% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling