+734.9%
XLP vs FLUT
+1,685.4%
-950.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | +3.5% | +4.8% | -1.3% | +3.4% |
| 30D | +11.6% | +8.8% | +2.7% | +11.4% |
| 3M | +7.6% | -10.7% | +18.3% | +7.8% |
| 6M | +10.0% | -19.7% | +29.7% | +10.3% |
| YTD | +19.7% | -61.4% | +81.1% | +21.4% |
| 1Y | +23.5% | -61.6% | +85.1% | +25.2% |
| 3Y | +44.0% | -51.4% | +95.4% | +45.2% |
| 5Y | +42.7% | -51.0% | +93.7% | +43.2% |
| 10Y | +131.3% | -25.2% | +156.5% | +130.8% |
| All | +734.9% | +1,685.4% | -950.6% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling