-26.8%
FLUT vs RY
+351.1%
-377.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +9.3% | +5.0% | +4.2% | +7.4% |
| 3M | -17.5% | -5.3% | -12.2% | -16.1% |
| 6M | -14.6% | +13.8% | -28.4% | -18.6% |
| YTD | -62.3% | +21.0% | -83.2% | -64.8% |
| 1Y | -59.6% | +40.5% | -100.1% | -64.1% |
| 3Y | -45.3% | +159.7% | -204.9% | -59.4% |
| 5Y | -50.4% | +124.3% | -174.8% | -62.1% |
| All | -26.8% | +351.1% | -377.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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