-47.6%
FLUT vs XHB
+33.4%
-81.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +4.5% | -4.1% | +8.6% | +6.5% |
| 30D | +9.2% | +9.6% | -0.4% | +4.3% |
| 3M | -13.7% | -6.0% | -7.7% | -11.3% |
| 6M | -9.0% | +2.2% | -11.2% | -10.9% |
| YTD | -60.2% | +1.1% | -61.4% | -61.3% |
| 1Y | -63.1% | -1.7% | -61.4% | -63.6% |
| 3Y | -42.5% | +36.5% | -78.9% | -53.9% |
| 5Y | -47.6% | +33.5% | -81.0% | -60.5% |
| All | -47.6% | +33.4% | -81.0% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling