-9.3%
FLUT vs RSG
+428.9%
-438.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.5% | +4.0% | -1.4% | +1.9% |
| 3M | -9.2% | +7.4% | -16.6% | -10.2% |
| 6M | -8.2% | +0.1% | -8.3% | -8.4% |
| YTD | -53.2% | +6.0% | -59.3% | -53.8% |
| 1Y | -65.6% | -3.0% | -62.6% | -65.5% |
| 3Y | -43.6% | +56.5% | -100.1% | -46.9% |
| 5Y | -50.3% | +90.9% | -141.2% | -54.2% |
| All | -9.3% | +428.9% | -438.2% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling