+1,658.1%
FLUT vs RVTY
+3,269.0%
-1,610.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.8% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +7.7% | +1.0% | +6.7% | +7.4% |
| 3M | -12.2% | +35.8% | -48.0% | -14.9% |
| 6M | -17.6% | +56.7% | -74.3% | -21.4% |
| YTD | -62.0% | +60.7% | -122.7% | -63.9% |
| 1Y | -62.3% | +73.7% | -136.0% | -64.4% |
| 3Y | -52.0% | +82.8% | -134.7% | -55.0% |
| 5Y | -51.8% | -7.0% | -44.7% | -53.1% |
| 10Y | -26.3% | +212.3% | -238.6% | -31.4% |
| All | +1,658.1% | +3,269.0% | -1,610.9% | +1,488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling