-66.0%
FLUT vs RRC
+23.3%
-89.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -2.6% | -1.7% | -0.9% | -2.7% |
| 30D | +5.4% | +3.6% | +1.8% | +5.6% |
| 3M | -10.8% | +8.8% | -19.6% | -10.0% |
| 6M | -9.2% | +0.8% | -10.0% | -9.8% |
| YTD | -53.8% | +19.0% | -72.8% | -52.9% |
| 1Y | -66.0% | +22.9% | -88.9% | -64.6% |
| All | -66.0% | +23.3% | -89.3% | -64.6% |
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 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