-45.3%
FLUT vs RVMD
+781.3%
-826.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -0.7% | -10.4% | +9.7% | -0.2% |
| 30D | +9.3% | -11.0% | +20.2% | +9.7% |
| 3M | -17.5% | -14.7% | -2.8% | -17.1% |
| 6M | -14.6% | +14.9% | -29.5% | -16.8% |
| YTD | -62.3% | +116.3% | -178.6% | -66.1% |
| 1Y | -59.6% | +167.6% | -227.3% | -65.0% |
| 3Y | -45.3% | +776.8% | -822.1% | -61.9% |
| All | -45.3% | +781.3% | -826.6% | -61.9% |
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