+3,889.9%
MAR vs FLUT
+1,664.3%
+2,225.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.2% | -6.5% | +6.7% | +0.6% |
| 30D | +14.0% | +2.8% | +11.2% | +13.8% |
| 3M | +18.1% | -13.5% | +31.6% | +19.0% |
| 6M | +18.6% | -19.0% | +37.6% | +19.7% |
| YTD | +35.3% | -61.9% | +97.1% | +43.1% |
| 1Y | +44.5% | -63.2% | +107.7% | +53.0% |
| 3Y | +120.7% | -46.0% | +166.7% | +128.4% |
| 5Y | +164.1% | -51.8% | +215.9% | +171.2% |
| 10Y | +515.5% | -26.1% | +541.5% | +526.5% |
| All | +3,889.9% | +1,664.3% | +2,225.6% | +4,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling