+1,127.7%
RSP vs FLUT
+1,780.1%
-652.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.8% | -1.6% | +0.9% | -0.7% |
| 30D | -0.3% | +7.7% | -8.1% | -0.8% |
| 3M | +4.3% | -0.7% | +5.0% | +4.1% |
| 6M | +8.8% | -11.2% | +20.0% | +9.2% |
| YTD | +15.3% | -53.4% | +68.7% | +19.3% |
| 1Y | +18.3% | -65.8% | +84.0% | +24.2% |
| 3Y | +52.8% | -44.9% | +97.7% | +56.2% |
| 5Y | +51.7% | -49.7% | +101.4% | +53.6% |
| 10Y | +208.5% | -9.7% | +218.2% | +206.1% |
| All | +1,127.7% | +1,780.1% | -652.3% | +1,056.0% |
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