-66.0%
FLUT vs XRT
-2.7%
-63.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.1% |
| 7D | -2.6% | -2.4% | -0.2% | -0.9% |
| 30D | +5.4% | -6.9% | +12.3% | +11.1% |
| 3M | -10.8% | -0.4% | -10.4% | -10.2% |
| 6M | -9.2% | +2.2% | -11.4% | -10.8% |
| YTD | -53.8% | -0.7% | -53.1% | -53.6% |
| 1Y | -66.0% | -2.0% | -64.0% | -65.3% |
| All | -66.0% | -2.7% | -63.3% | -65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling