+28.3%
XLP vs FLUT
-44.8%
+73.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.0% | -1.6% | +0.6% | -1.0% |
| 30D | -0.9% | +7.7% | -8.6% | -1.2% |
| 3M | +3.8% | -0.7% | +4.5% | +3.8% |
| 6M | -1.7% | -11.2% | +9.4% | -1.6% |
| YTD | +10.3% | -53.4% | +63.7% | +13.0% |
| 1Y | +7.8% | -65.8% | +73.6% | +11.9% |
| All | +28.3% | -44.8% | +73.1% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling