+30.8%
XLV vs FLUT
-42.2%
+73.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -1.8% | +2.5% | -4.4% | -2.1% |
| 3M | +7.8% | -9.2% | +17.0% | +8.2% |
| 6M | +9.1% | -8.2% | +17.3% | +9.3% |
| YTD | +7.7% | -53.2% | +61.0% | +13.0% |
| 1Y | +20.4% | -65.6% | +86.0% | +29.2% |
| 3Y | +30.8% | -43.6% | +74.3% | +33.8% |
| All | +30.8% | -42.2% | +73.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling