+132.6%
RTX vs FLUT
-50.5%
+183.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -5.1% | -1.1% | -4.1% | -5.1% |
| 30D | +5.1% | +7.7% | -2.6% | +4.4% |
| 3M | -14.8% | -12.2% | -2.7% | -14.2% |
| 6M | +8.0% | -17.6% | +25.6% | +9.0% |
| YTD | +4.5% | -62.0% | +66.5% | +13.6% |
| 1Y | +9.8% | -62.3% | +72.1% | +19.4% |
| 3Y | +144.2% | -52.0% | +196.1% | +154.8% |
| All | +132.6% | -50.5% | +183.2% | +136.2% |
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 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