+955.3%
XBI vs FLUT
+578.1%
+377.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +7.1% | +7.7% | -0.7% | +6.4% |
| 3M | +22.9% | -0.7% | +23.6% | +22.5% |
| 6M | +29.7% | -11.2% | +40.9% | +30.2% |
| YTD | +34.5% | -53.4% | +87.9% | +41.4% |
| 1Y | +76.1% | -65.8% | +141.8% | +89.1% |
| 3Y | +103.2% | -44.9% | +148.1% | +109.5% |
| 5Y | +22.8% | -49.7% | +72.5% | +24.6% |
| 10Y | +176.3% | -9.7% | +186.0% | +175.5% |
| All | +955.3% | +578.1% | +377.2% | +867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling