+141.4%
XLC vs FLUT
-9.2%
+150.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +0.6% | +3.8% | -3.2% | +0.1% |
| 30D | +0.2% | +6.3% | -6.0% | -0.6% |
| 3M | +0.6% | -4.0% | +4.7% | +0.8% |
| 6M | -4.5% | -10.3% | +5.8% | -3.8% |
| YTD | -4.7% | -53.2% | +48.5% | +3.0% |
| 1Y | -1.7% | -65.0% | +63.4% | +9.7% |
| 3Y | +72.3% | -43.9% | +116.2% | +80.5% |
| 5Y | +37.8% | -49.2% | +87.0% | +39.3% |
| All | +141.4% | -9.2% | +150.5% | +133.5% |
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