+19.8%
XBI vs FLUT
-51.9%
+71.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -4.6% | -3.6% | -1.0% | -3.9% |
| 30D | -0.8% | -0.3% | -0.4% | -1.0% |
| 3M | +21.8% | -12.6% | +34.5% | +24.0% |
| 6M | +23.2% | -8.0% | +31.2% | +23.4% |
| YTD | +28.7% | -54.1% | +82.9% | +49.4% |
| 1Y | +67.8% | -66.1% | +133.9% | +107.7% |
| 3Y | +100.6% | -45.0% | +145.7% | +115.0% |
| 5Y | +19.8% | -51.2% | +71.0% | +18.4% |
| All | +19.8% | -51.9% | +71.7% | +18.4% |
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