+1,115.8%
RSP vs FLUT
+1,434.3%
-318.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | -0.3% |
| 7D | -1.0% | -1.1% | 0.0% | -1.0% |
| 30D | +2.6% | +7.7% | -5.1% | +2.1% |
| 3M | -0.8% | -12.2% | +11.4% | -0.3% |
| 6M | +6.3% | -17.6% | +23.8% | +7.0% |
| YTD | +14.1% | -62.0% | +76.1% | +19.2% |
| 1Y | +18.0% | -62.3% | +80.3% | +23.2% |
| 3Y | +61.0% | -52.0% | +113.0% | +65.8% |
| 5Y | +45.6% | -51.8% | +97.4% | +48.2% |
| 10Y | +220.2% | -26.3% | +246.5% | +220.7% |
| All | +1,115.8% | +1,434.3% | -318.6% | +1,055.5% |
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