+3,118.6%
MAR vs FLUT
+2,054.3%
+1,064.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -4.2% | -1.6% | -2.5% | -4.1% |
| 30D | -6.7% | +7.7% | -14.4% | -7.2% |
| 3M | -12.5% | -0.7% | -11.8% | -12.7% |
| 6M | +0.6% | -11.2% | +11.7% | +1.0% |
| YTD | +9.1% | -53.4% | +62.6% | +14.1% |
| 1Y | +26.2% | -65.8% | +92.0% | +34.4% |
| 3Y | +68.2% | -44.9% | +113.1% | +73.4% |
| 5Y | +163.9% | -49.7% | +213.6% | +168.9% |
| 10Y | +420.6% | -9.7% | +430.3% | +423.7% |
| All | +3,118.6% | +2,054.3% | +1,064.3% | +3,386.9% |
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