-44.6%
FLUT vs RVMD
+536.1%
-580.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -3.6% | -3.6% | 0.0% | -3.4% |
| 30D | -0.3% | -1.1% | +0.7% | -0.4% |
| 3M | -12.6% | +41.0% | -53.7% | -14.7% |
| 6M | -8.0% | +105.7% | -113.7% | -12.8% |
| YTD | -54.1% | +155.3% | -209.4% | -57.2% |
| 1Y | -66.1% | +402.7% | -468.8% | -70.0% |
| All | -44.6% | +536.1% | -580.7% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling