+3,996.1%
MAR vs FLUT
+1,675.5%
+2,320.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.6% |
| 7D | +2.9% | -1.5% | +4.3% | +2.9% |
| 30D | +17.0% | +3.4% | +13.6% | +16.7% |
| 3M | +23.2% | -12.5% | +35.6% | +24.0% |
| 6M | +21.7% | -18.5% | +40.2% | +22.8% |
| YTD | +38.9% | -61.6% | +100.5% | +46.8% |
| 1Y | +48.7% | -64.1% | +112.8% | +57.7% |
| 3Y | +122.9% | -44.5% | +167.4% | +130.4% |
| 5Y | +177.5% | -51.3% | +228.8% | +184.8% |
| 10Y | +537.5% | -25.6% | +563.1% | +548.7% |
| All | +3,996.1% | +1,675.5% | +2,320.6% | +4,388.1% |
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 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