+2,379.6%
EOG vs FLUT
+2,054.3%
+325.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +8.2% | +7.7% | +0.4% | +7.7% |
| 3M | +3.8% | -0.7% | +4.5% | +3.7% |
| 6M | +15.3% | -11.2% | +26.5% | +15.7% |
| YTD | +41.7% | -53.4% | +95.2% | +46.9% |
| 1Y | +23.6% | -65.8% | +89.3% | +30.0% |
| 3Y | +23.3% | -44.9% | +68.2% | +25.7% |
| 5Y | +170.4% | -49.7% | +220.1% | +173.1% |
| 10Y | +125.5% | -9.7% | +135.2% | +120.4% |
| All | +2,379.6% | +2,054.3% | +325.3% | +2,041.5% |
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