-9.3%
FLUT vs XHB
+215.4%
-224.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +0.4% | -4.6% | +5.1% | +1.9% |
| 30D | +2.5% | -9.1% | +11.7% | +5.6% |
| 3M | -9.2% | -8.6% | -0.7% | -7.0% |
| 6M | -8.2% | -4.0% | -4.2% | -7.7% |
| YTD | -53.2% | -3.9% | -49.3% | -53.1% |
| 1Y | -65.6% | -16.5% | -49.1% | -64.0% |
| 3Y | -43.6% | +22.6% | -66.1% | -47.7% |
| 5Y | -50.3% | +33.9% | -84.2% | -55.9% |
| All | -9.3% | +215.4% | -224.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling