-65.8%
FLUT vs RSG
-3.6%
-62.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +7.7% | +7.6% | +0.2% | +6.2% |
| 3M | -0.7% | +7.4% | -8.1% | -1.6% |
| 6M | -11.2% | -3.3% | -7.9% | -14.0% |
| YTD | -53.4% | +6.0% | -59.5% | -54.8% |
| 1Y | -65.8% | -3.7% | -62.1% | -65.8% |
| All | -65.8% | -3.6% | -62.2% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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