+1,948.9%
RTX vs FLUT
+2,054.3%
-105.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -5.2% | -1.6% | -3.5% | -5.1% |
| 30D | -9.4% | +7.7% | -17.1% | -9.8% |
| 3M | +12.3% | -0.7% | +13.0% | +12.1% |
| 6M | -3.1% | -11.2% | +8.0% | -2.9% |
| YTD | +10.7% | -53.4% | +64.1% | +14.6% |
| 1Y | +28.4% | -65.8% | +94.2% | +34.9% |
| 3Y | +147.1% | -44.9% | +192.0% | +151.7% |
| 5Y | +167.2% | -49.7% | +216.9% | +169.8% |
| 10Y | +274.7% | -9.7% | +284.4% | +266.0% |
| All | +1,948.9% | +2,054.3% | -105.4% | +1,825.8% |
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