+496.7%
XLF vs FLUT
+2,054.3%
-1,557.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | +0.2% | +7.7% | -7.6% | -0.3% |
| 3M | +11.7% | -0.7% | +12.4% | +11.5% |
| 6M | +13.8% | -11.2% | +24.9% | +14.2% |
| YTD | +7.0% | -53.4% | +60.4% | +10.8% |
| 1Y | +9.1% | -65.8% | +74.9% | +14.5% |
| 3Y | +75.6% | -44.9% | +120.6% | +79.7% |
| 5Y | +66.4% | -49.7% | +116.1% | +68.7% |
| 10Y | +250.3% | -9.7% | +260.0% | +248.8% |
| All | +496.7% | +2,054.3% | -1,557.6% | +476.9% |
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 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