+71.5%
XLI vs FLUT
-45.9%
+117.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +1.0% | +9.3% | -8.2% | -0.1% |
| 3M | -8.9% | -17.5% | +8.6% | -7.2% |
| 6M | -2.3% | -14.6% | +12.3% | -1.6% |
| YTD | +9.7% | -62.3% | +71.9% | +26.2% |
| 1Y | +12.3% | -59.6% | +71.9% | +27.5% |
| 3Y | +71.5% | -45.3% | +116.8% | +88.6% |
| All | +71.5% | -45.9% | +117.4% | +88.6% |
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