+137.1%
EOG vs FLUT
-26.8%
+163.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.8% |
| 7D | +7.6% | -0.7% | +8.3% | +7.6% |
| 30D | +3.4% | +9.3% | -5.9% | +2.7% |
| 3M | +12.7% | -17.5% | +30.2% | +13.9% |
| 6M | +19.0% | -14.6% | +33.6% | +19.8% |
| YTD | +55.6% | -62.3% | +117.8% | +66.0% |
| 1Y | +49.5% | -59.6% | +109.2% | +58.7% |
| 3Y | +43.2% | -45.3% | +88.4% | +47.3% |
| 5Y | +111.8% | -50.4% | +162.3% | +113.7% |
| All | +137.1% | -26.8% | +163.9% | +134.7% |
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