+21.4%
XLB vs FLUT
-63.2%
+84.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +5.2% | +9.3% | -4.1% | +5.0% |
| 3M | +0.3% | -17.5% | +17.8% | +0.5% |
| 6M | +1.2% | -14.6% | +15.8% | +1.3% |
| YTD | +16.6% | -62.3% | +78.9% | +27.3% |
| 1Y | +21.4% | -59.6% | +81.1% | +30.4% |
| All | +21.4% | -63.2% | +84.6% | +30.4% |
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