-51.1%
FLUT vs RRC
+156.2%
-207.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +7.7% | +10.1% | -2.4% | +6.8% |
| 3M | -0.7% | +4.0% | -4.7% | -1.1% |
| 6M | -11.2% | +1.6% | -12.7% | -11.5% |
| YTD | -53.4% | +19.7% | -73.2% | -54.5% |
| 1Y | -65.8% | +21.4% | -87.2% | -66.6% |
| 3Y | -44.9% | +29.7% | -74.6% | -47.1% |
| All | -51.1% | +156.2% | -207.3% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling