-26.1%
FLUT vs XRT
+163.3%
-189.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.7% |
| 7D | -6.5% | +2.5% | -8.9% | -7.2% |
| 30D | +2.8% | +10.3% | -7.6% | -0.2% |
| 3M | -13.5% | +2.4% | -15.8% | -14.1% |
| 6M | -19.0% | +10.0% | -29.0% | -21.1% |
| YTD | -61.9% | +9.5% | -71.4% | -62.8% |
| 1Y | -63.2% | +17.2% | -80.4% | -64.8% |
| 3Y | -46.0% | +62.0% | -108.0% | -52.0% |
| 5Y | -51.8% | -2.1% | -49.7% | -55.0% |
| 10Y | -26.1% | +152.6% | -178.6% | -35.7% |
| All | -26.1% | +163.3% | -189.4% | -35.7% |
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