+44.0%
XLP vs FLUT
-52.1%
+96.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +7.3% | +9.3% | -1.9% | +6.8% |
| 3M | +8.1% | -17.5% | +25.6% | +9.0% |
| 6M | +10.5% | -14.6% | +25.1% | +11.1% |
| YTD | +21.2% | -62.3% | +83.4% | +26.4% |
| 1Y | +22.7% | -59.6% | +82.4% | +27.6% |
| 3Y | +44.8% | -45.3% | +90.1% | +46.7% |
| All | +44.0% | -52.1% | +96.1% | +44.0% |
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