+22.3%
XBI vs FLUT
-52.1%
+74.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +2.6% | +9.3% | -6.7% | +0.7% |
| 3M | -4.0% | -17.5% | +13.5% | -1.3% |
| 6M | +10.9% | -14.6% | +25.5% | +12.1% |
| YTD | +23.6% | -62.3% | +85.9% | +48.3% |
| 1Y | +35.1% | -59.6% | +94.7% | +59.4% |
| 3Y | +125.2% | -45.3% | +170.5% | +137.6% |
| All | +22.3% | -52.1% | +74.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling