+8.0%
XEL vs FLUT
-65.9%
+74.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.9% |
| 7D | -1.0% | -1.6% | +0.7% | -1.0% |
| 30D | -1.9% | +7.7% | -9.7% | -1.5% |
| 3M | -1.9% | -0.7% | -1.2% | -1.7% |
| 6M | -7.4% | -11.2% | +3.7% | -7.7% |
| YTD | +4.1% | -53.4% | +57.5% | +1.5% |
| 1Y | +8.0% | -65.8% | +73.8% | +4.3% |
| All | +8.0% | -65.9% | +74.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling