+479.0%
FLUT vs XHB
+175.0%
+304.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +4.5% | -4.1% | +8.6% | +5.1% |
| 30D | +9.2% | +9.6% | -0.4% | +7.8% |
| 3M | -13.7% | -6.0% | -7.7% | -12.9% |
| 6M | -9.0% | +2.2% | -11.2% | -9.4% |
| YTD | -60.2% | +1.1% | -61.4% | -60.4% |
| 1Y | -63.1% | -1.7% | -61.4% | -63.2% |
| 3Y | -42.5% | +36.5% | -78.9% | -44.7% |
| 5Y | -47.6% | +33.5% | -81.0% | -50.0% |
| 10Y | -22.9% | +240.9% | -263.8% | -30.2% |
| All | +479.0% | +175.0% | +304.0% | +414.8% |
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