+103.5%
XBI vs FLUT
-42.9%
+146.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.6% | -2.6% | -1.0% | -3.3% |
| 30D | +0.9% | +5.4% | -4.5% | 0.0% |
| 3M | +21.4% | -10.8% | +32.2% | +22.6% |
| 6M | +25.5% | -9.2% | +34.7% | +26.0% |
| YTD | +30.8% | -53.8% | +84.7% | +46.9% |
| 1Y | +68.6% | -66.0% | +134.5% | +99.9% |
| All | +103.5% | -42.9% | +146.4% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling