+42.7%
XLP vs FLUT
-52.8%
+95.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | +3.5% | +4.8% | -1.3% | +3.2% |
| 30D | +11.6% | +8.8% | +2.7% | +11.0% |
| 3M | +7.6% | -10.7% | +18.3% | +8.1% |
| 6M | +10.0% | -19.7% | +29.7% | +10.9% |
| YTD | +19.7% | -61.4% | +81.1% | +24.8% |
| 1Y | +23.5% | -61.6% | +85.1% | +28.6% |
| 3Y | +44.0% | -51.4% | +95.4% | +46.9% |
| 5Y | +42.7% | -51.0% | +93.7% | +43.0% |
| All | +42.7% | -52.8% | +95.4% | +43.0% |
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