-59.6%
FLUT vs RVMD
+162.9%
-222.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -1.1% |
| 7D | -0.7% | -10.4% | +9.7% | -1.0% |
| 30D | +9.3% | -11.0% | +20.2% | +8.9% |
| 3M | -17.5% | -14.7% | -2.8% | -17.9% |
| 6M | -14.6% | +14.9% | -29.5% | -16.0% |
| YTD | -62.3% | +116.3% | -178.6% | -62.1% |
| 1Y | -59.6% | +167.6% | -227.3% | -59.1% |
| All | -59.6% | +162.9% | -222.6% | -59.1% |
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