-49.8%
FLUT vs RRX
+9.8%
-59.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -0.7% | +4.3% | -5.0% | -1.8% |
| 30D | +9.3% | +12.3% | -3.1% | +5.3% |
| 3M | -17.5% | +3.7% | -21.1% | -19.0% |
| 6M | -14.6% | -13.9% | -0.7% | -13.3% |
| YTD | -62.3% | +26.5% | -88.7% | -67.5% |
| 1Y | -59.6% | +29.3% | -89.0% | -65.6% |
| 3Y | -45.3% | +65.6% | -110.8% | -59.9% |
| All | -49.8% | +9.8% | -59.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling