+4,134.9%
XLK vs FLUT
+2,054.3%
+2,080.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | +0.9% | -1.6% | +2.5% | +0.9% |
| 30D | +0.7% | +7.7% | -7.0% | +0.2% |
| 3M | -2.9% | -0.7% | -2.2% | -3.2% |
| 6M | +34.3% | -11.2% | +45.4% | +34.7% |
| YTD | +30.4% | -53.4% | +83.8% | +36.0% |
| 1Y | +43.4% | -65.8% | +109.1% | +52.3% |
| 3Y | +116.8% | -44.9% | +161.8% | +123.3% |
| 5Y | +144.0% | -49.7% | +193.7% | +148.4% |
| 10Y | +778.8% | -9.7% | +788.5% | +780.3% |
| All | +4,134.9% | +2,054.3% | +2,080.6% | +4,074.4% |
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