+53.9%
RGTI vs FLUT
-50.5%
+104.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | +2.5% | -2.6% | +5.1% | +3.7% |
| 30D | -13.7% | +5.4% | -19.0% | -16.3% |
| 3M | -22.6% | -10.8% | -11.8% | -20.2% |
| 6M | -13.4% | -9.2% | -4.2% | -12.6% |
| YTD | -31.2% | -53.8% | +22.6% | -3.3% |
| 1Y | -7.6% | -66.0% | +58.3% | +50.8% |
| 3Y | +669.7% | -44.7% | +714.4% | +906.1% |
| 5Y | +57.0% | -50.6% | +107.6% | +82.3% |
| All | +53.9% | -50.5% | +104.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling