-49.9%
FLUT vs ROIV
+413.4%
-463.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.6% |
| 7D | -1.2% | +9.2% | -10.4% | -2.2% |
| 30D | +5.0% | +19.9% | -14.9% | +2.6% |
| 3M | -16.4% | +10.6% | -27.0% | -17.9% |
| 6M | -14.6% | +36.1% | -50.6% | -18.9% |
| YTD | -61.9% | +84.3% | -146.2% | -65.5% |
| 1Y | -65.0% | +87.6% | -152.6% | -68.5% |
| 3Y | -44.8% | +353.9% | -398.7% | -56.3% |
| 5Y | -49.9% | +376.1% | -426.0% | -65.2% |
| All | -49.9% | +413.4% | -463.3% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling