-43.1%
FLUT vs XRT
+45.1%
-88.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.8% |
| 7D | -1.6% | +0.8% | -2.4% | -2.1% |
| 30D | +7.7% | -4.2% | +11.9% | +10.8% |
| 3M | -0.7% | +5.1% | -5.8% | -3.6% |
| 6M | -11.2% | +2.4% | -13.6% | -12.5% |
| YTD | -53.4% | +3.2% | -56.6% | -54.4% |
| 1Y | -65.8% | +1.5% | -67.3% | -66.1% |
| All | -43.1% | +45.1% | -88.3% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling