+54.7%
RSP vs FLUT
-44.8%
+99.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.8% | -1.6% | +0.9% | -0.6% |
| 30D | -0.3% | +7.7% | -8.1% | -1.4% |
| 3M | +4.3% | -0.7% | +5.0% | +3.9% |
| 6M | +8.8% | -11.2% | +20.0% | +9.8% |
| YTD | +15.3% | -53.4% | +68.7% | +27.7% |
| 1Y | +18.3% | -65.8% | +84.0% | +37.1% |
| All | +54.7% | -44.8% | +99.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling