+275.2%
RTX vs FLUT
-9.2%
+284.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -3.1% | +3.8% | -6.9% | -3.4% |
| 30D | -10.6% | +6.3% | -16.9% | -11.2% |
| 3M | +11.6% | -4.0% | +15.7% | +11.7% |
| 6M | -4.5% | -10.3% | +5.8% | -4.1% |
| YTD | +9.6% | -53.2% | +62.7% | +17.0% |
| 1Y | +30.8% | -65.0% | +95.9% | +43.5% |
| 3Y | +152.8% | -43.9% | +196.7% | +160.8% |
| 5Y | +167.1% | -49.2% | +216.4% | +170.5% |
| 10Y | +275.2% | -9.2% | +284.3% | +244.2% |
| All | +275.2% | -9.2% | +284.3% | +244.2% |
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