+2,260.6%
XEL vs FLUT
+1,645.8%
+614.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.1% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | +8.3% | +9.3% | -1.0% | +8.2% |
| 3M | +4.2% | -17.5% | +21.6% | +4.3% |
| 6M | +3.7% | -14.6% | +18.3% | +3.8% |
| YTD | +13.1% | -62.3% | +75.3% | +14.0% |
| 1Y | +5.0% | -59.6% | +64.6% | +5.8% |
| 3Y | +55.0% | -45.3% | +100.3% | +55.4% |
| 5Y | +51.8% | -50.4% | +102.2% | +51.9% |
| 10Y | +185.6% | -26.8% | +212.4% | +183.7% |
| All | +2,260.6% | +1,645.8% | +614.7% | +2,257.8% |
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