+496.6%
FLUT vs XME
+180.8%
+315.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +3.0% | +3.5% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +9.2% | -7.3% | +16.5% | +10.0% |
| 3M | -13.7% | -17.4% | +3.8% | -11.9% |
| 6M | -9.0% | -21.8% | +12.8% | -6.9% |
| YTD | -60.2% | -6.0% | -54.3% | -60.4% |
| 1Y | -63.1% | +3.8% | -66.9% | -63.7% |
| 3Y | -42.5% | +100.0% | -142.5% | -47.6% |
| 5Y | -47.6% | +116.1% | -163.6% | -52.7% |
| 10Y | -22.9% | +280.6% | -303.5% | -34.2% |
| All | +496.6% | +180.8% | +315.9% | +397.0% |
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 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