-43.9%
FLUT vs ROIV
+200.3%
-244.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +7.7% | +1.0% | +6.8% | +7.2% |
| 3M | -0.7% | +18.3% | -19.0% | -4.1% |
| 6M | -11.2% | +18.3% | -29.5% | -14.6% |
| YTD | -53.4% | +61.0% | -114.4% | -58.2% |
| 1Y | -65.8% | +177.9% | -243.6% | -72.7% |
| All | -43.9% | +200.3% | -244.2% | -57.0% |
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