+246.5%
XLF vs FLUT
-11.0%
+257.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -2.9% | -3.6% | +0.7% | -2.6% |
| 30D | -1.6% | -0.3% | -1.3% | -1.7% |
| 3M | +9.3% | -12.6% | +21.9% | +10.3% |
| 6M | +14.6% | -8.0% | +22.6% | +14.9% |
| YTD | +4.7% | -54.1% | +58.8% | +11.8% |
| 1Y | +8.6% | -66.1% | +74.8% | +18.9% |
| 3Y | +73.9% | -45.0% | +118.9% | +81.6% |
| 5Y | +65.0% | -51.2% | +116.3% | +67.6% |
| All | +246.5% | -11.0% | +257.5% | +250.9% |
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