+162.4%
MAR vs FLUT
-50.4%
+212.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | -4.2% | -1.6% | -2.5% | -3.9% |
| 30D | -6.7% | +7.7% | -14.4% | -8.3% |
| 3M | -12.5% | -0.7% | -11.8% | -13.2% |
| 6M | +0.6% | -11.2% | +11.7% | +1.7% |
| YTD | +9.1% | -53.4% | +62.6% | +26.6% |
| 1Y | +26.2% | -65.8% | +92.0% | +56.1% |
| 3Y | +68.2% | -44.9% | +113.1% | +83.9% |
| All | +162.4% | -50.4% | +212.8% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling