+149.9%
XLE vs FLUT
-50.5%
+200.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -12.0% | -1.1% | -10.9% | -12.0% |
| 30D | -2.7% | +7.7% | -10.5% | -3.4% |
| 3M | +6.6% | -12.2% | +18.7% | +7.4% |
| 6M | +9.5% | -17.6% | +27.1% | +10.6% |
| YTD | +40.6% | -62.0% | +102.6% | +52.9% |
| 1Y | +43.6% | -62.3% | +105.9% | +56.0% |
| 3Y | +58.1% | -52.0% | +110.0% | +66.2% |
| All | +149.9% | -50.5% | +200.5% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling