+32.9%
XLV vs FLUT
-63.1%
+96.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.1% |
| 7D | +5.5% | +4.2% | +1.4% | +5.4% |
| 30D | +13.3% | +8.0% | +5.3% | +13.0% |
| 3M | +17.4% | -22.1% | +39.5% | +18.3% |
| 6M | +32.1% | -21.7% | +53.8% | +32.8% |
| YTD | +24.0% | -62.0% | +86.0% | +27.0% |
| 1Y | +32.9% | -63.2% | +96.1% | +36.3% |
| All | +32.9% | -63.1% | +96.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling