-9.3%
FLUT vs MKTX
+5.0%
-14.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +2.5% | +0.7% | +1.8% | +2.5% |
| 3M | -9.2% | +40.8% | -50.0% | -12.5% |
| 6M | -8.2% | -8.0% | -0.2% | -7.7% |
| YTD | -53.2% | -8.7% | -44.5% | -53.0% |
| 1Y | -65.6% | -11.8% | -53.7% | -65.3% |
| 3Y | -43.6% | -24.0% | -19.5% | -43.0% |
| 5Y | -50.3% | -60.3% | +10.0% | -48.3% |
| All | -9.3% | +5.0% | -14.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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