-9.2%
FLUT vs RVTY
+140.7%
-149.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +6.3% | +10.8% | -4.5% | +4.2% |
| 3M | -4.0% | +26.8% | -30.8% | -8.6% |
| 6M | -10.3% | +39.3% | -49.6% | -16.4% |
| YTD | -53.2% | +31.6% | -84.8% | -55.9% |
| 1Y | -65.0% | +47.7% | -112.7% | -67.8% |
| 3Y | -43.9% | +19.9% | -63.8% | -47.5% |
| 5Y | -49.2% | -32.3% | -16.9% | -49.5% |
| All | -9.2% | +140.7% | -149.9% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling