+1,012.1%
XLE vs FLUT
+1,658.1%
-646.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | +6.6% | -12.2% | +18.7% | +7.1% |
| 6M | +9.5% | -17.6% | +27.1% | +10.2% |
| YTD | +40.6% | -62.0% | +102.6% | +47.0% |
| 1Y | +43.6% | -62.3% | +105.9% | +50.1% |
| 3Y | +58.1% | -52.0% | +110.0% | +62.4% |
| 5Y | +152.2% | -51.8% | +204.0% | +155.9% |
| 10Y | +172.9% | -26.3% | +199.3% | +169.2% |
| All | +1,012.1% | +1,658.1% | -646.0% | +892.3% |
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