-26.1%
FLUT vs RRC
+63.1%
-89.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.5% | -10.3% | +3.8% | -6.4% |
| 30D | +2.8% | +19.5% | -16.7% | +2.5% |
| 3M | -13.5% | +27.9% | -41.4% | -13.7% |
| 6M | -19.0% | +21.2% | -40.1% | -19.2% |
| YTD | -61.9% | +39.6% | -101.4% | -62.0% |
| 1Y | -63.2% | +31.3% | -94.5% | -63.4% |
| 3Y | -46.0% | +51.9% | -98.0% | -46.3% |
| 5Y | -51.8% | +110.2% | -161.9% | -51.5% |
| 10Y | -26.1% | +56.7% | -82.7% | -17.2% |
| All | -26.1% | +63.1% | -89.1% | -17.2% |
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