-49.2%
FLUT vs XHB
+37.2%
-86.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +6.3% | -9.1% | +15.4% | +11.2% |
| 3M | -4.0% | -2.3% | -1.7% | -3.6% |
| 6M | -10.3% | -4.1% | -6.2% | -9.6% |
| YTD | -53.2% | -1.7% | -51.5% | -53.7% |
| 1Y | -65.0% | -15.1% | -49.9% | -62.8% |
| 3Y | -43.9% | +26.8% | -70.7% | -53.3% |
| 5Y | -49.2% | +37.3% | -86.6% | -61.8% |
| All | -49.2% | +37.2% | -86.4% | -61.8% |
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