+466.2%
FLUT vs XME
+170.7%
+295.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +9.3% | -6.1% | +15.4% | +9.9% |
| 3M | -17.5% | -18.6% | +1.1% | -15.6% |
| 6M | -14.6% | -23.9% | +9.3% | -12.3% |
| YTD | -62.3% | -9.3% | -52.9% | -62.2% |
| 1Y | -59.6% | +1.8% | -61.4% | -60.2% |
| 3Y | -45.3% | +93.0% | -138.3% | -50.0% |
| 5Y | -50.4% | +107.0% | -157.4% | -55.1% |
| 10Y | -26.8% | +266.9% | -293.8% | -37.3% |
| All | +466.2% | +170.7% | +295.5% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling