+163.9%
XLE vs FLUT
-26.1%
+190.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -7.9% | -6.5% | -1.4% | -7.5% |
| 30D | -4.8% | +2.8% | -7.6% | -5.1% |
| 3M | +8.4% | -13.5% | +21.8% | +9.2% |
| 6M | +12.7% | -19.0% | +31.6% | +13.8% |
| YTD | +41.3% | -61.9% | +103.2% | +50.7% |
| 1Y | +42.3% | -63.2% | +105.5% | +52.0% |
| 3Y | +65.1% | -46.0% | +111.1% | +70.5% |
| 5Y | +150.2% | -51.8% | +202.0% | +154.1% |
| 10Y | +163.9% | -26.1% | +190.0% | +161.5% |
| All | +163.9% | -26.1% | +190.0% | +161.5% |
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