-49.2%
FLUT vs MTB
+102.5%
-151.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +3.8% | +2.8% | +1.0% | +2.7% |
| 30D | +6.3% | -4.2% | +10.5% | +8.0% |
| 3M | -4.0% | +7.8% | -11.8% | -7.0% |
| 6M | -10.3% | +14.8% | -25.1% | -15.4% |
| YTD | -53.2% | +20.8% | -73.9% | -56.6% |
| 1Y | -65.0% | +23.1% | -88.2% | -67.9% |
| 3Y | -43.9% | +114.8% | -158.7% | -58.4% |
| 5Y | -49.2% | +103.3% | -152.5% | -58.6% |
| All | -49.2% | +102.5% | -151.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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