+149.7%
XBI vs FLUT
-9.3%
+159.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -4.6% | +0.4% | -5.1% | -4.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.5% |
| 3M | +17.8% | -9.2% | +27.0% | +18.6% |
| 6M | +23.7% | -8.2% | +32.0% | +24.0% |
| YTD | +28.2% | -53.2% | +81.5% | +41.0% |
| 1Y | +64.0% | -65.6% | +129.5% | +88.0% |
| 3Y | +99.4% | -43.6% | +143.0% | +109.8% |
| 5Y | +19.3% | -50.3% | +69.6% | +20.7% |
| All | +149.7% | -9.3% | +159.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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