-28.8%
FLUT vs RVMD
+510.7%
-539.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -0.7% | -10.4% | +9.7% | +0.2% |
| 30D | +9.3% | -11.0% | +20.2% | +10.0% |
| 3M | -17.5% | -14.7% | -2.8% | -16.8% |
| 6M | -14.6% | +14.9% | -29.5% | -16.6% |
| YTD | -62.3% | +116.3% | -178.6% | -65.9% |
| 1Y | -59.6% | +167.6% | -227.3% | -64.4% |
| 3Y | -45.3% | +776.8% | -822.1% | -57.9% |
| 5Y | -50.4% | +424.8% | -475.2% | -62.9% |
| All | -28.8% | +510.7% | -539.6% | -48.6% |
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