+41.0%
XLE vs FLUT
-63.7%
+104.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -7.9% | -6.5% | -1.4% | -8.0% |
| 30D | -4.8% | +2.8% | -7.6% | -4.8% |
| 3M | +8.4% | -13.5% | +21.8% | +8.1% |
| 6M | +12.7% | -19.0% | +31.6% | +12.4% |
| YTD | +41.3% | -61.9% | +103.2% | +42.9% |
| All | +41.0% | -63.7% | +104.7% | +42.7% |
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