-49.2%
FLUT vs XME
+179.6%
-228.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +3.8% | +3.6% | +0.2% | +2.8% |
| 30D | +6.3% | +3.6% | +2.7% | +5.1% |
| 3M | -4.0% | +1.2% | -5.3% | -4.9% |
| 6M | -10.3% | +9.0% | -19.3% | -14.4% |
| YTD | -53.2% | +15.9% | -69.1% | -56.9% |
| 1Y | -65.0% | +43.2% | -108.2% | -70.5% |
| 3Y | -43.9% | +137.4% | -181.3% | -61.8% |
| 5Y | -49.2% | +185.0% | -234.3% | -68.2% |
| All | -49.2% | +179.6% | -228.9% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling