+147.8%
XEL vs FLUT
-9.3%
+157.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -3.9% | +2.5% | -6.5% | -4.0% |
| 3M | -2.8% | -9.2% | +6.4% | -2.8% |
| 6M | -5.4% | -8.2% | +2.8% | -5.4% |
| YTD | +3.8% | -53.2% | +57.0% | +4.5% |
| 1Y | +6.8% | -65.6% | +72.4% | +7.9% |
| 3Y | +45.6% | -43.6% | +89.2% | +45.9% |
| 5Y | +30.7% | -50.3% | +81.0% | +30.1% |
| All | +147.8% | -9.3% | +157.1% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling