-25.6%
FLUT vs RVTY
+212.9%
-238.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | +3.4% | +3.2% | +0.2% | +2.5% |
| 3M | -12.5% | +37.2% | -49.7% | -18.0% |
| 6M | -18.5% | +57.7% | -76.2% | -26.0% |
| YTD | -61.6% | +64.8% | -126.5% | -65.6% |
| 1Y | -64.1% | +72.8% | -136.9% | -68.1% |
| 3Y | -44.5% | +89.8% | -134.3% | -52.2% |
| 5Y | -51.3% | -8.4% | -42.8% | -54.0% |
| 10Y | -25.6% | +219.5% | -245.0% | -33.6% |
| All | -25.6% | +212.9% | -238.5% | -33.6% |
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 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