+135.9%
XLU vs FLUT
-9.3%
+145.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.6% | +0.4% | -2.1% | -1.6% |
| 30D | -3.3% | +2.5% | -5.8% | -3.4% |
| 3M | -3.2% | -9.2% | +6.1% | -2.9% |
| 6M | -7.0% | -8.2% | +1.3% | -6.9% |
| YTD | +0.6% | -53.2% | +53.9% | +3.3% |
| 1Y | +2.4% | -65.6% | +68.0% | +6.4% |
| 3Y | +46.3% | -43.6% | +89.8% | +48.4% |
| 5Y | +44.0% | -50.3% | +94.3% | +44.9% |
| All | +135.9% | -9.3% | +145.2% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling