-9.2%
FLUT vs RRC
+4.9%
-14.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | -1.2% | +5.0% | +3.8% |
| 30D | +6.3% | +9.4% | -3.1% | +6.2% |
| 3M | -4.0% | +7.4% | -11.4% | -4.1% |
| 6M | -10.3% | +1.5% | -11.8% | -10.3% |
| YTD | -53.2% | +19.4% | -72.6% | -53.3% |
| 1Y | -65.0% | +24.2% | -89.3% | -65.1% |
| 3Y | -43.9% | +32.8% | -76.7% | -44.1% |
| 5Y | -49.2% | +152.9% | -202.2% | -48.3% |
| All | -9.2% | +4.9% | -14.1% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling