-44.6%
FLUT vs RSG
+56.5%
-101.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -3.6% | -1.8% | -1.8% | -3.0% |
| 30D | -0.3% | +2.8% | -3.1% | -1.2% |
| 3M | -12.6% | +4.3% | -16.9% | -13.7% |
| 6M | -8.0% | -0.5% | -7.5% | -8.2% |
| YTD | -54.1% | +5.2% | -59.3% | -55.2% |
| 1Y | -66.1% | -2.1% | -64.0% | -66.0% |
| All | -44.6% | +56.5% | -101.2% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling