+900.4%
XLB vs FLUT
+2,054.3%
-1,153.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | -0.4% | +7.7% | -8.1% | -0.8% |
| 3M | +2.0% | -0.7% | +2.7% | +1.8% |
| 6M | +1.8% | -11.2% | +13.0% | +2.1% |
| YTD | +16.6% | -53.4% | +70.0% | +20.8% |
| 1Y | +16.9% | -65.8% | +82.7% | +23.0% |
| 3Y | +32.6% | -44.9% | +77.5% | +35.5% |
| 5Y | +35.6% | -49.7% | +85.3% | +37.4% |
| 10Y | +160.0% | -9.7% | +169.7% | +157.2% |
| All | +900.4% | +2,054.3% | -1,153.8% | +834.6% |
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 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