-11.8%
FLUT vs RVMD
+622.3%
-634.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | +2.5% | -0.7% | +3.3% | +2.4% |
| 3M | -9.2% | +36.5% | -45.8% | -12.2% |
| 6M | -8.2% | +104.6% | -112.8% | -15.4% |
| YTD | -53.2% | +155.8% | -209.1% | -58.2% |
| 1Y | -65.6% | +340.7% | -406.3% | -71.0% |
| 3Y | -43.6% | +519.9% | -563.5% | -55.3% |
| 5Y | -50.3% | +584.9% | -635.2% | -63.4% |
| All | -11.8% | +622.3% | -634.1% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling