-9.3%
FLUT vs RRX
+228.4%
-237.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.2% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +2.5% | -6.1% | +8.7% | +3.7% |
| 3M | -9.2% | -23.1% | +13.8% | -5.4% |
| 6M | -8.2% | -19.5% | +11.3% | -6.3% |
| YTD | -53.2% | +16.1% | -69.3% | -56.3% |
| 1Y | -65.6% | +12.9% | -78.5% | -67.8% |
| 3Y | -43.6% | +7.9% | -51.5% | -48.0% |
| 5Y | -50.3% | +19.1% | -69.4% | -55.5% |
| All | -9.3% | +228.4% | -237.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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