+73.6%
XLF vs FLUT
-42.9%
+116.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -1.0% | -2.6% | +1.6% | -0.7% |
| 30D | -1.3% | +5.4% | -6.7% | -2.2% |
| 3M | +9.1% | -10.8% | +19.9% | +10.6% |
| 6M | +14.4% | -9.2% | +23.6% | +15.1% |
| YTD | +5.1% | -53.8% | +58.9% | +18.2% |
| 1Y | +8.6% | -66.0% | +74.6% | +28.2% |
| All | +73.6% | -42.9% | +116.5% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling