+44.4%
XLU vs FLUT
-51.9%
+96.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.2% | -3.6% | +2.4% | -1.0% |
| 30D | -2.5% | -0.3% | -2.2% | -2.6% |
| 3M | -2.7% | -12.6% | +9.9% | -2.3% |
| 6M | -7.5% | -8.0% | +0.5% | -7.3% |
| YTD | +0.9% | -54.1% | +55.0% | +4.9% |
| 1Y | +3.3% | -66.1% | +69.4% | +9.1% |
| 3Y | +47.3% | -45.0% | +92.3% | +50.4% |
| 5Y | +44.4% | -51.2% | +95.6% | +45.3% |
| All | +44.4% | -51.9% | +96.3% | +45.3% |
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