-51.1%
FLUT vs RVTY
-30.5%
-20.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +7.7% | +13.2% | -5.5% | +4.3% |
| 3M | -0.7% | +27.2% | -28.0% | -7.4% |
| 6M | -11.2% | +32.4% | -43.6% | -18.6% |
| YTD | -53.4% | +34.9% | -88.3% | -57.6% |
| 1Y | -65.8% | +52.4% | -118.1% | -69.9% |
| 3Y | -44.9% | +12.3% | -57.2% | -49.1% |
| All | -51.1% | -30.5% | -20.5% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling