+65.1%
XLF vs FLUT
-47.8%
+112.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.2% | +3.8% | -3.6% | -0.4% |
| 30D | -0.5% | +6.3% | -6.8% | -1.6% |
| 3M | +10.6% | -4.0% | +14.7% | +10.7% |
| 6M | +14.3% | -10.3% | +24.6% | +15.2% |
| YTD | +5.5% | -53.2% | +58.7% | +17.6% |
| 1Y | +9.6% | -65.0% | +74.6% | +27.4% |
| 3Y | +75.2% | -43.9% | +119.1% | +86.5% |
| All | +65.1% | -47.8% | +112.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling