+869.9%
XBI vs FLUT
+449.5%
+420.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +2.6% | +9.3% | -6.7% | +1.9% |
| 3M | -4.0% | -17.5% | +13.5% | -3.0% |
| 6M | +10.9% | -14.6% | +25.5% | +11.5% |
| YTD | +23.6% | -62.3% | +85.9% | +31.6% |
| 1Y | +35.1% | -59.6% | +94.7% | +43.1% |
| 3Y | +125.2% | -45.3% | +170.5% | +132.5% |
| 5Y | +19.7% | -50.4% | +70.1% | +22.4% |
| 10Y | +130.6% | -26.8% | +157.4% | +132.9% |
| All | +869.9% | +449.5% | +420.4% | +800.8% |
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 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