+250.2%
XLI vs FLUT
-11.0%
+261.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -2.3% | -3.6% | +1.3% | -2.0% |
| 30D | -8.2% | -0.3% | -7.8% | -8.2% |
| 3M | +0.8% | -12.6% | +13.4% | +1.7% |
| 6M | +0.8% | -8.0% | +8.8% | +1.0% |
| YTD | +10.5% | -54.1% | +64.6% | +18.5% |
| 1Y | +14.1% | -66.1% | +80.2% | +26.0% |
| 3Y | +68.6% | -45.0% | +113.6% | +76.1% |
| 5Y | +80.4% | -51.2% | +131.6% | +84.6% |
| All | +250.2% | -11.0% | +261.2% | +243.2% |
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