+169.3%
RTX vs FLUT
-50.4%
+219.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -5.2% | -1.6% | -3.5% | -5.0% |
| 30D | -9.4% | +7.7% | -17.1% | -10.0% |
| 3M | +12.3% | -0.7% | +13.0% | +11.9% |
| 6M | -3.1% | -11.2% | +8.0% | -2.7% |
| YTD | +10.7% | -53.4% | +64.1% | +18.4% |
| 1Y | +28.4% | -65.8% | +94.2% | +41.6% |
| 3Y | +147.1% | -44.9% | +192.0% | +155.6% |
| All | +169.3% | -50.4% | +219.7% | +166.0% |
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 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