+1,645.8%
FLUT vs RSG
+2,920.8%
-1,274.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | +9.3% | +12.7% | -3.5% | +8.0% |
| 3M | -17.5% | +17.9% | -35.4% | -18.8% |
| 6M | -14.6% | +25.0% | -39.6% | -16.4% |
| YTD | -62.3% | +20.8% | -83.1% | -63.0% |
| 1Y | -59.6% | +24.3% | -83.9% | -60.5% |
| 3Y | -45.3% | +65.3% | -110.5% | -47.7% |
| 5Y | -50.4% | +99.1% | -149.5% | -53.4% |
| 10Y | -26.8% | +452.4% | -479.2% | -35.7% |
| All | +1,645.8% | +2,920.8% | -1,274.9% | +1,322.2% |
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