+178.1%
EOG vs FLUT
-51.9%
+230.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.0% | -3.6% | +4.6% | +1.3% |
| 30D | +2.8% | -0.3% | +3.2% | +2.7% |
| 3M | +5.9% | -12.6% | +18.5% | +6.9% |
| 6M | +17.1% | -8.0% | +25.1% | +17.3% |
| YTD | +43.9% | -54.1% | +98.0% | +54.7% |
| 1Y | +26.9% | -66.1% | +93.0% | +40.7% |
| 3Y | +23.6% | -45.0% | +68.6% | +28.3% |
| 5Y | +178.1% | -51.2% | +229.4% | +163.9% |
| All | +178.1% | -51.9% | +230.0% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling