+788.5%
XLK vs FLUT
-9.3%
+797.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -0.6% | +2.5% | -3.2% | -1.1% |
| 3M | +2.6% | -9.2% | +11.8% | +3.3% |
| 6M | +34.0% | -8.2% | +42.2% | +34.2% |
| YTD | +30.7% | -53.2% | +83.9% | +43.2% |
| 1Y | +39.2% | -65.6% | +104.8% | +58.6% |
| 3Y | +120.4% | -43.6% | +164.0% | +133.8% |
| 5Y | +148.8% | -50.3% | +199.1% | +154.8% |
| All | +788.5% | -9.3% | +797.8% | +824.6% |
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 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