+578.1%
FLUT vs XHB
+173.9%
+404.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.3% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | +7.7% | -6.9% | +14.6% | +8.8% |
| 3M | -0.7% | -1.3% | +0.5% | -0.6% |
| 6M | -11.2% | -6.8% | -4.4% | -10.5% |
| YTD | -53.4% | +0.7% | -54.2% | -53.6% |
| 1Y | -65.8% | -11.2% | -54.5% | -65.3% |
| 3Y | -44.9% | +25.3% | -70.3% | -46.6% |
| 5Y | -49.7% | +37.3% | -87.0% | -52.1% |
| 10Y | -9.7% | +211.5% | -221.2% | -17.9% |
| All | +578.1% | +173.9% | +404.2% | +503.4% |
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 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