-12.2%
FLUT vs RVMD
+644.5%
-656.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | +1.0% | -2.7% | -1.7% |
| 30D | +7.7% | +6.4% | +1.3% | +7.0% |
| 3M | -0.7% | +34.9% | -35.6% | -3.9% |
| 6M | -11.2% | +107.6% | -118.7% | -18.2% |
| YTD | -53.4% | +163.7% | -217.1% | -58.5% |
| 1Y | -65.8% | +439.2% | -505.0% | -71.8% |
| 3Y | -44.9% | +499.2% | -544.1% | -56.2% |
| 5Y | -49.7% | +621.7% | -671.4% | -63.1% |
| All | -12.2% | +644.5% | -656.7% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling