+42.0%
XLP vs FLUT
-50.5%
+92.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +0.7% | -1.1% | +1.8% | +0.8% |
| 30D | +10.3% | +7.7% | +2.5% | +9.8% |
| 3M | +6.5% | -12.2% | +18.7% | +7.1% |
| 6M | +8.4% | -17.6% | +25.9% | +9.2% |
| YTD | +18.2% | -62.0% | +80.2% | +23.3% |
| 1Y | +22.4% | -62.3% | +84.7% | +27.6% |
| 3Y | +41.9% | -52.0% | +93.8% | +44.8% |
| All | +42.0% | -50.5% | +92.5% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling