+214.5%
CVX vs FLUT
-26.8%
+241.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.4% |
| 30D | -1.0% | +9.3% | -10.2% | -1.4% |
| 3M | +12.2% | -17.5% | +29.7% | +13.0% |
| 6M | +20.3% | -14.6% | +35.0% | +20.9% |
| YTD | +48.3% | -62.3% | +110.6% | +55.1% |
| 1Y | +46.9% | -59.6% | +106.5% | +53.0% |
| 3Y | +73.1% | -45.3% | +118.4% | +77.0% |
| 5Y | +135.2% | -50.4% | +185.6% | +137.2% |
| All | +214.5% | -26.8% | +241.4% | +209.4% |
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