+598.7%
FLUT vs XRT
+514.3%
+84.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +7.7% | -4.2% | +11.9% | +8.7% |
| 3M | -0.7% | +5.1% | -5.8% | -1.6% |
| 6M | -11.2% | +2.4% | -13.6% | -11.5% |
| YTD | -53.4% | +3.2% | -56.6% | -53.7% |
| 1Y | -65.8% | +1.5% | -67.3% | -65.8% |
| 3Y | -44.9% | +40.6% | -85.5% | -48.0% |
| 5Y | -49.7% | -1.0% | -48.7% | -51.0% |
| 10Y | -9.7% | +128.4% | -138.1% | -18.8% |
| All | +598.7% | +514.3% | +84.4% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling