+210.0%
SHEL vs FLUT
-9.3%
+219.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | +8.4% | +2.5% | +5.9% | +8.1% |
| 3M | +13.7% | -9.2% | +22.9% | +14.3% |
| 6M | +12.7% | -8.2% | +20.9% | +12.9% |
| YTD | +35.3% | -53.2% | +88.5% | +43.4% |
| 1Y | +39.4% | -65.6% | +104.9% | +51.5% |
| 3Y | +71.5% | -43.6% | +115.0% | +75.9% |
| 5Y | +195.0% | -50.3% | +245.3% | +197.1% |
| All | +210.0% | -9.3% | +219.3% | +191.7% |
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