-63.2%
FLUT vs RRC
+44.7%
-107.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.3% |
| 7D | +4.2% | -6.8% | +10.9% | +4.1% |
| 30D | +8.0% | +34.7% | -26.7% | +8.4% |
| 3M | -22.1% | +31.5% | -53.6% | -21.9% |
| 6M | -21.7% | +21.8% | -43.5% | -23.3% |
| YTD | -62.0% | +48.9% | -110.8% | -60.7% |
| 1Y | -63.2% | +42.1% | -105.3% | -62.3% |
| All | -63.2% | +44.7% | -107.8% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling