+1,049.3%
XLE vs FLUT
+2,054.3%
-1,004.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +11.8% | +7.7% | +4.0% | +11.3% |
| 3M | +9.8% | -0.7% | +10.5% | +9.7% |
| 6M | +15.6% | -11.2% | +26.7% | +15.9% |
| YTD | +45.3% | -53.4% | +98.7% | +50.5% |
| 1Y | +48.3% | -65.8% | +114.1% | +56.0% |
| 3Y | +55.4% | -44.9% | +100.4% | +58.6% |
| 5Y | +216.1% | -49.7% | +265.8% | +219.7% |
| 10Y | +178.4% | -9.7% | +188.1% | +172.1% |
| All | +1,049.3% | +2,054.3% | -1,004.9% | +916.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling