+51.6%
XEL vs FLUT
-49.0%
+100.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.5% |
| 7D | +1.4% | -1.2% | +2.6% | +1.4% |
| 30D | +9.2% | +5.0% | +4.2% | +9.1% |
| 3M | +4.5% | -16.4% | +21.0% | +4.7% |
| 6M | +3.6% | -14.6% | +18.2% | +3.7% |
| YTD | +12.9% | -61.9% | +74.8% | +14.5% |
| 1Y | +4.1% | -65.0% | +69.1% | +5.7% |
| 3Y | +52.3% | -44.8% | +97.1% | +52.3% |
| 5Y | +51.6% | -49.9% | +101.5% | +51.0% |
| All | +51.6% | -49.0% | +100.6% | +51.0% |
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