+874.8%
XLV vs FLUT
+2,037.5%
-1,162.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.3% |
| 7D | -3.7% | -2.6% | -1.1% | -3.6% |
| 30D | -1.1% | +5.4% | -6.5% | -1.3% |
| 3M | +8.2% | -10.8% | +19.0% | +8.5% |
| 6M | +8.9% | -9.2% | +18.1% | +9.1% |
| YTD | +8.5% | -53.8% | +62.3% | +11.0% |
| 1Y | +22.3% | -66.0% | +88.3% | +26.3% |
| 3Y | +32.6% | -44.7% | +77.3% | +34.3% |
| 5Y | +34.4% | -50.6% | +85.0% | +35.3% |
| 10Y | +175.4% | -10.4% | +185.8% | +171.8% |
| All | +874.8% | +2,037.5% | -1,162.7% | +811.1% |
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