-66.1%
FLUT vs XHB
-16.2%
-49.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | 0.0% |
| 7D | -3.6% | -5.2% | +1.7% | -2.1% |
| 30D | -0.3% | -12.1% | +11.8% | +3.2% |
| 3M | -12.6% | -6.2% | -6.4% | -11.6% |
| 6M | -8.0% | -6.7% | -1.3% | -7.8% |
| YTD | -54.1% | -5.5% | -48.7% | -55.6% |
| 1Y | -66.1% | -15.6% | -50.5% | -64.4% |
| All | -66.1% | -16.2% | -49.9% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling