+215.9%
CVX vs FLUT
-9.2%
+225.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | +3.8% | -4.4% | -0.8% |
| 30D | +13.4% | +6.3% | +7.1% | +13.0% |
| 3M | +11.8% | -4.0% | +15.9% | +11.9% |
| 6M | +12.4% | -10.3% | +22.7% | +12.7% |
| YTD | +41.5% | -53.2% | +94.7% | +46.6% |
| 1Y | +41.6% | -65.0% | +106.6% | +48.8% |
| 3Y | +42.2% | -43.9% | +86.1% | +45.2% |
| 5Y | +166.0% | -49.2% | +215.2% | +166.9% |
| All | +215.9% | -9.2% | +225.0% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling