-5.8%
XLC vs FLUT
-63.1%
+57.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.7% |
| 7D | +1.8% | +4.2% | -2.4% | +1.3% |
| 30D | -6.0% | +8.0% | -14.0% | -6.8% |
| 3M | -6.0% | -22.1% | +16.1% | -3.8% |
| 6M | -9.1% | -21.7% | +12.6% | -7.0% |
| YTD | -10.0% | -62.0% | +51.9% | -1.9% |
| 1Y | -5.8% | -63.2% | +57.4% | +2.9% |
| All | -5.8% | -63.1% | +57.3% | +2.9% |
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