-49.2%
FLUT vs ROIV
+232.7%
-281.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -0.7% | +18.3% | -19.0% | -3.3% |
| 6M | -11.2% | +18.3% | -29.5% | -13.7% |
| YTD | -53.4% | +61.0% | -114.4% | -56.8% |
| 1Y | -65.8% | +177.9% | -243.6% | -70.5% |
| 3Y | -44.9% | +199.1% | -244.0% | -53.7% |
| 5Y | -49.7% | +250.7% | -300.4% | -61.9% |
| All | -49.2% | +232.7% | -281.8% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling