+2,054.3%
FLUT vs RSG
+2,550.6%
-496.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +7.7% | +7.6% | +0.2% | +7.0% |
| 3M | -0.7% | +7.4% | -8.1% | -1.4% |
| 6M | -11.2% | -3.3% | -7.9% | -10.9% |
| YTD | -53.4% | +6.0% | -59.5% | -53.7% |
| 1Y | -65.8% | -3.7% | -62.1% | -65.7% |
| 3Y | -44.9% | +59.1% | -104.0% | -47.1% |
| 5Y | -49.7% | +89.0% | -138.7% | -52.3% |
| 10Y | -9.7% | +412.5% | -422.2% | -20.0% |
| All | +2,054.3% | +2,550.6% | -496.4% | +1,678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling