+209.8%
RSP vs FLUT
-10.4%
+220.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.8% | -2.6% | +0.8% | -1.6% |
| 30D | -2.5% | +5.4% | -7.9% | -3.1% |
| 3M | +3.0% | -10.8% | +13.8% | +3.8% |
| 6M | +8.9% | -9.2% | +18.1% | +9.3% |
| YTD | +13.0% | -53.8% | +66.8% | +20.8% |
| 1Y | +16.2% | -66.0% | +82.2% | +27.8% |
| 3Y | +52.7% | -44.7% | +97.4% | +59.1% |
| 5Y | +50.5% | -50.6% | +101.0% | +53.0% |
| 10Y | +209.8% | -10.4% | +220.2% | +210.8% |
| All | +209.8% | -10.4% | +220.2% | +210.8% |
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