-10.4%
FLUT vs RVTY
+134.6%
-145.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.9% |
| 7D | -2.6% | -5.4% | +2.8% | -1.6% |
| 30D | +5.4% | +6.7% | -1.4% | +4.1% |
| 3M | -10.8% | +19.0% | -29.8% | -14.0% |
| 6M | -9.2% | +34.6% | -43.9% | -14.9% |
| YTD | -53.8% | +28.3% | -82.1% | -56.3% |
| 1Y | -66.0% | +46.0% | -112.0% | -68.6% |
| 3Y | -44.7% | +16.9% | -61.5% | -47.9% |
| 5Y | -50.6% | -32.9% | -17.7% | -50.7% |
| 10Y | -10.4% | +141.6% | -152.0% | -14.6% |
| All | -10.4% | +134.6% | -145.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling