+48.4%
RSP vs FLUT
-52.1%
+100.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | +4.3% | +9.3% | -5.0% | +2.9% |
| 3M | -0.3% | -17.5% | +17.2% | +1.9% |
| 6M | +9.8% | -14.6% | +24.4% | +11.1% |
| YTD | +16.8% | -62.3% | +79.1% | +32.7% |
| 1Y | +19.5% | -59.6% | +79.1% | +34.3% |
| 3Y | +65.1% | -45.3% | +110.4% | +74.5% |
| All | +48.4% | -52.1% | +100.5% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling