-50.6%
FLUT vs RVMD
+591.3%
-641.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +5.4% | +0.3% | +5.0% | +5.1% |
| 3M | -10.8% | +38.9% | -49.6% | -14.5% |
| 6M | -9.2% | +108.1% | -117.3% | -17.9% |
| YTD | -53.8% | +160.7% | -214.5% | -59.8% |
| 1Y | -66.0% | +407.3% | -473.3% | -73.0% |
| 3Y | -44.7% | +546.6% | -591.2% | -58.9% |
| 5Y | -50.6% | +579.8% | -630.4% | -67.1% |
| All | -50.6% | +591.3% | -641.9% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling