+2,504.9%
EOG vs FLUT
+1,675.5%
+829.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +2.0% |
| 7D | -2.4% | -1.5% | -0.9% | -2.3% |
| 30D | +2.9% | +3.4% | -0.5% | +2.7% |
| 3M | +7.2% | -12.5% | +19.7% | +7.8% |
| 6M | +18.2% | -18.5% | +36.6% | +19.0% |
| YTD | +48.9% | -61.6% | +110.5% | +55.6% |
| 1Y | +46.7% | -64.1% | +110.8% | +53.8% |
| 3Y | +37.4% | -44.5% | +81.9% | +40.1% |
| 5Y | +103.9% | -51.3% | +155.2% | +106.6% |
| 10Y | +127.0% | -25.6% | +152.6% | +123.8% |
| All | +2,504.9% | +1,675.5% | +829.4% | +2,169.7% |
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 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