+54.2%
RGTI vs FLUT
-49.9%
+104.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.1% |
| 7D | +0.5% | +0.4% | 0.0% | +0.3% |
| 30D | -17.1% | +2.5% | -19.6% | -18.5% |
| 3M | -26.0% | -9.2% | -16.7% | -24.2% |
| 6M | -9.9% | -8.2% | -1.6% | -9.5% |
| YTD | -31.1% | -53.2% | +22.2% | -3.7% |
| 1Y | -8.5% | -65.6% | +57.1% | +48.6% |
| 3Y | +652.2% | -43.6% | +695.8% | +874.9% |
| 5Y | +56.8% | -50.3% | +107.1% | +81.0% |
| All | +54.2% | -49.9% | +104.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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