+192.5%
SHEL vs FLUT
-51.9%
+244.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +3.9% | -3.6% | +7.5% | +4.2% |
| 30D | +7.0% | -0.3% | +7.3% | +6.9% |
| 3M | +12.5% | -12.6% | +25.1% | +13.5% |
| 6M | +14.8% | -8.0% | +22.8% | +15.0% |
| YTD | +34.2% | -54.1% | +88.3% | +43.8% |
| 1Y | +37.0% | -66.1% | +103.1% | +51.3% |
| 3Y | +70.9% | -45.0% | +115.9% | +75.9% |
| 5Y | +192.5% | -51.2% | +243.8% | +194.6% |
| All | +192.5% | -51.9% | +244.4% | +194.6% |
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