-51.2%
FLUT vs RRX
+14.8%
-66.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.2% |
| 7D | -3.6% | -3.7% | +0.2% | -2.6% |
| 30D | -0.3% | -9.3% | +8.9% | +2.1% |
| 3M | -12.6% | -21.8% | +9.2% | -8.1% |
| 6M | -8.0% | -22.0% | +14.0% | -4.9% |
| YTD | -54.1% | +11.9% | -66.1% | -58.6% |
| 1Y | -66.1% | +11.6% | -77.7% | -69.6% |
| 3Y | -45.0% | +2.2% | -47.2% | -50.9% |
| 5Y | -51.2% | +14.9% | -66.1% | -59.7% |
| All | -51.2% | +14.8% | -66.0% | -59.7% |
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