-11.0%
FLUT vs XME
+426.6%
-437.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | +0.1% |
| 7D | -3.6% | -3.0% | -0.5% | -3.0% |
| 30D | -0.3% | -2.6% | +2.3% | +0.1% |
| 3M | -12.6% | +2.2% | -14.8% | -13.4% |
| 6M | -8.0% | +0.7% | -8.7% | -9.1% |
| YTD | -54.1% | +10.9% | -65.0% | -55.9% |
| 1Y | -66.1% | +35.7% | -101.8% | -68.9% |
| 3Y | -45.0% | +127.1% | -172.1% | -55.0% |
| 5Y | -51.2% | +168.5% | -219.7% | -61.2% |
| All | -11.0% | +426.6% | -437.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling