+133.1%
XLC vs FLUT
-26.0%
+159.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +7.1% | -6.5% | +13.5% | +7.9% |
| 30D | -2.7% | +2.8% | -5.5% | -3.2% |
| 3M | -3.2% | -13.5% | +10.3% | -1.9% |
| 6M | -7.7% | -19.0% | +11.3% | -6.0% |
| YTD | -8.0% | -61.9% | +53.9% | +1.7% |
| 1Y | -3.1% | -63.2% | +60.2% | +7.4% |
| 3Y | +64.9% | -46.0% | +110.9% | +73.9% |
| 5Y | +39.5% | -51.8% | +91.3% | +43.6% |
| All | +133.1% | -26.0% | +159.2% | +130.3% |
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