+1,230.7%
XLY vs FLUT
+2,037.5%
-806.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.9% |
| 30D | -6.0% | +5.4% | -11.4% | -6.4% |
| 3M | -2.7% | -10.8% | +8.0% | -2.2% |
| 6M | -1.5% | -9.2% | +7.7% | -1.1% |
| YTD | -5.4% | -53.8% | +48.4% | -0.9% |
| 1Y | -3.8% | -66.0% | +62.1% | +2.8% |
| 3Y | +36.6% | -44.7% | +81.2% | +41.0% |
| 5Y | +27.4% | -50.6% | +77.9% | +30.1% |
| 10Y | +218.2% | -10.4% | +228.6% | +217.9% |
| All | +1,230.7% | +2,037.5% | -806.8% | +1,169.0% |
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