+128.8%
XLP vs FLUT
-26.1%
+154.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.1% | -6.5% | +6.5% | +0.3% |
| 30D | +8.9% | +2.8% | +6.2% | +8.8% |
| 3M | +7.5% | -13.5% | +20.9% | +7.9% |
| 6M | +9.4% | -19.0% | +28.4% | +10.0% |
| YTD | +19.3% | -61.9% | +81.1% | +22.5% |
| 1Y | +21.7% | -63.2% | +85.0% | +25.1% |
| 3Y | +44.0% | -46.0% | +90.0% | +45.7% |
| 5Y | +42.8% | -51.8% | +94.5% | +43.3% |
| 10Y | +128.8% | -26.1% | +154.8% | +129.3% |
| All | +128.8% | -26.1% | +154.8% | +129.3% |
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