+781.5%
FLUT vs MKTX
+1,445.7%
-664.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +6.3% | +1.0% | +5.3% | +6.2% |
| 3M | -4.0% | +41.3% | -45.3% | -5.9% |
| 6M | -10.3% | -11.3% | +1.0% | -10.0% |
| YTD | -53.2% | -8.6% | -44.6% | -53.1% |
| 1Y | -65.0% | -11.1% | -54.0% | -65.0% |
| 3Y | -43.9% | -24.5% | -19.4% | -43.6% |
| 5Y | -49.2% | -61.4% | +12.2% | -47.9% |
| 10Y | -9.2% | +6.8% | -16.0% | -10.1% |
| All | +781.5% | +1,445.7% | -664.2% | +569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling