+1,333.0%
XLI vs FLUT
+2,054.3%
-721.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.1% | -1.6% | +0.6% | -1.0% |
| 30D | -5.9% | +7.7% | -13.7% | -6.4% |
| 3M | -0.3% | -0.7% | +0.5% | -0.4% |
| 6M | +0.1% | -11.2% | +11.3% | +0.4% |
| YTD | +13.6% | -53.4% | +67.0% | +17.8% |
| 1Y | +17.2% | -65.8% | +82.9% | +23.4% |
| 3Y | +68.2% | -44.9% | +113.1% | +72.2% |
| 5Y | +80.7% | -49.7% | +130.4% | +83.4% |
| 10Y | +253.3% | -9.7% | +263.0% | +249.1% |
| All | +1,333.0% | +2,054.3% | -721.2% | +1,262.8% |
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