-63.2%
FLUT vs RVMD
+244.4%
-307.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.3% |
| 7D | +4.2% | +5.8% | -1.7% | +4.2% |
| 30D | +8.0% | -3.8% | +11.8% | +8.1% |
| 3M | -22.1% | +3.2% | -25.3% | -22.3% |
| 6M | -21.7% | +35.0% | -56.7% | -23.1% |
| YTD | -62.0% | +150.7% | -212.7% | -62.9% |
| 1Y | -63.2% | +241.0% | -304.1% | -70.5% |
| All | -63.2% | +244.4% | -307.5% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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