+895.6%
XLB vs FLUT
+1,658.1%
-762.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | +6.1% | +7.7% | -1.6% | +5.6% |
| 3M | 0.0% | -12.2% | +12.2% | +0.6% |
| 6M | 0.0% | -17.6% | +17.5% | +0.6% |
| YTD | +16.0% | -62.0% | +78.0% | +21.4% |
| 1Y | +24.7% | -62.3% | +87.0% | +30.5% |
| 3Y | +40.4% | -52.0% | +92.3% | +44.6% |
| 5Y | +30.7% | -51.8% | +82.4% | +33.0% |
| 10Y | +173.3% | -26.3% | +199.6% | +172.9% |
| All | +895.6% | +1,658.1% | -762.5% | +839.1% |
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