+1,031.6%
XLU vs FLUT
+2,067.0%
-1,035.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.1% | +3.8% | -1.7% | +2.0% |
| 30D | -0.4% | +6.3% | -6.7% | -0.5% |
| 3M | +0.5% | -4.0% | +4.5% | +0.5% |
| 6M | -5.8% | -10.3% | +4.5% | -5.7% |
| YTD | +3.1% | -53.2% | +56.3% | +4.9% |
| 1Y | +8.1% | -65.0% | +73.2% | +10.6% |
| 3Y | +50.5% | -43.9% | +94.4% | +51.9% |
| 5Y | +44.7% | -49.2% | +94.0% | +45.5% |
| 10Y | +136.8% | -9.2% | +146.0% | +134.1% |
| All | +1,031.6% | +2,067.0% | -1,035.3% | +981.3% |
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 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