-22.9%
FLUT vs RY
+355.6%
-378.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.4% |
| 7D | +4.5% | -3.0% | +7.5% | +5.5% |
| 30D | +9.2% | +6.3% | +3.0% | +7.0% |
| 3M | -13.7% | -2.6% | -11.1% | -13.1% |
| 6M | -9.0% | +13.9% | -22.9% | -13.3% |
| YTD | -60.2% | +21.7% | -81.9% | -63.0% |
| 1Y | -63.1% | +40.4% | -103.6% | -67.2% |
| 3Y | -42.5% | +161.3% | -203.8% | -57.4% |
| 5Y | -47.6% | +126.5% | -174.0% | -60.0% |
| 10Y | -22.9% | +354.3% | -377.2% | -37.6% |
| All | -22.9% | +355.6% | -378.5% | -37.6% |
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