+167.7%
XLB vs FLUT
-26.1%
+193.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | -1.4% | -6.5% | +5.1% | -0.8% |
| 30D | +7.1% | +2.8% | +4.3% | +6.8% |
| 3M | +0.6% | -13.5% | +14.1% | +1.7% |
| 6M | +3.5% | -19.0% | +22.4% | +4.8% |
| YTD | +18.2% | -61.9% | +80.1% | +28.6% |
| 1Y | +25.6% | -63.2% | +88.8% | +36.9% |
| 3Y | +46.7% | -46.0% | +92.7% | +53.2% |
| 5Y | +30.9% | -51.8% | +82.7% | +34.3% |
| 10Y | +167.7% | -26.1% | +193.8% | +170.6% |
| All | +167.7% | -26.1% | +193.8% | +170.6% |
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