+455.2%
FLUT vs XHB
+170.3%
+284.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | +5.0% | +7.1% | -2.1% | +4.0% |
| 3M | -16.4% | -6.0% | -10.5% | -15.7% |
| 6M | -14.6% | +2.1% | -16.6% | -14.9% |
| YTD | -61.9% | -0.6% | -61.3% | -62.0% |
| 1Y | -65.0% | -3.3% | -61.8% | -65.0% |
| 3Y | -44.8% | +34.1% | -78.9% | -46.9% |
| 5Y | -49.9% | +28.6% | -78.5% | -52.0% |
| 10Y | -26.1% | +235.0% | -261.1% | -32.9% |
| All | +455.2% | +170.3% | +284.9% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling