-26.8%
FLUT vs RVTY
+211.6%
-238.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +9.3% | +1.5% | +7.7% | +8.6% |
| 3M | -17.5% | +31.5% | -48.9% | -22.1% |
| 6M | -14.6% | +62.7% | -77.3% | -23.0% |
| YTD | -62.3% | +60.0% | -122.2% | -66.0% |
| 1Y | -59.6% | +65.7% | -125.3% | -63.9% |
| 3Y | -45.3% | +85.2% | -130.5% | -52.7% |
| 5Y | -50.4% | -14.9% | -35.5% | -52.8% |
| All | -26.8% | +211.6% | -238.4% | -34.8% |
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