+80.9%
XLI vs FLUT
-48.5%
+129.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -0.6% | -2.6% | +2.0% | -0.3% |
| 30D | -6.9% | +5.4% | -12.3% | -7.7% |
| 3M | -1.9% | -10.8% | +8.8% | -1.0% |
| 6M | +1.0% | -9.2% | +10.2% | +1.5% |
| YTD | +11.3% | -53.8% | +65.1% | +22.8% |
| 1Y | +15.8% | -66.0% | +81.8% | +33.2% |
| 3Y | +69.8% | -44.7% | +114.5% | +79.9% |
| 5Y | +80.9% | -50.6% | +131.5% | +82.1% |
| All | +80.9% | -48.5% | +129.4% | +82.1% |
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