+20.7%
XLK vs FLUT
-63.1%
+83.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -7.6% | +4.2% | -11.7% | -7.6% |
| 30D | -12.2% | +8.0% | -20.2% | -12.3% |
| 3M | -5.5% | -22.1% | +16.6% | -4.9% |
| 6M | +9.2% | -21.7% | +30.9% | +9.6% |
| YTD | +23.0% | -62.0% | +85.0% | +35.1% |
| 1Y | +20.7% | -63.2% | +83.9% | +32.9% |
| All | +20.7% | -63.1% | +83.8% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling