+48.7%
MAR vs FLUT
-63.4%
+112.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.6% |
| 7D | +2.9% | -1.5% | +4.3% | +3.0% |
| 30D | +17.0% | +3.4% | +13.6% | +16.7% |
| 3M | +23.2% | -12.5% | +35.6% | +24.2% |
| 6M | +21.7% | -18.5% | +40.2% | +22.7% |
| YTD | +38.9% | -61.6% | +100.5% | +56.0% |
| 1Y | +48.7% | -64.1% | +112.8% | +68.1% |
| All | +48.7% | -63.4% | +112.1% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling