+7.6%
XLF vs FLUT
-65.2%
+72.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -1.2% | +2.5% | -3.7% | -1.5% |
| 3M | +9.2% | -9.2% | +18.4% | +10.2% |
| 6M | +16.3% | -8.2% | +24.6% | +16.9% |
| YTD | +5.4% | -53.2% | +58.7% | +15.8% |
| 1Y | +7.6% | -65.6% | +73.2% | +19.7% |
| All | +7.6% | -65.2% | +72.8% | +19.7% |
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