-9.2%
FLUT vs XRT
+123.1%
-132.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.2% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -5.6% | +11.9% | +8.1% |
| 3M | -4.0% | +2.5% | -6.6% | -4.6% |
| 6M | -10.3% | +3.7% | -14.0% | -11.1% |
| YTD | -53.2% | +1.0% | -54.1% | -53.2% |
| 1Y | -65.0% | -1.2% | -63.8% | -64.9% |
| 3Y | -43.9% | +43.4% | -87.3% | -48.5% |
| 5Y | -49.2% | -0.7% | -48.5% | -51.8% |
| 10Y | -9.2% | +123.7% | -132.9% | -15.9% |
| All | -9.2% | +123.1% | -132.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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