+651.8%
SHEL vs FLUT
+1,675.5%
-1,023.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -1.7% |
| 7D | -6.7% | -1.5% | -5.2% | -6.6% |
| 30D | -2.9% | +3.4% | -6.3% | -3.1% |
| 3M | +9.1% | -12.5% | +21.6% | +9.6% |
| 6M | +17.9% | -18.5% | +36.4% | +18.6% |
| YTD | +36.0% | -61.6% | +97.6% | +41.5% |
| 1Y | +31.8% | -64.1% | +95.9% | +37.4% |
| 3Y | +66.9% | -44.5% | +111.3% | +69.6% |
| 5Y | +160.6% | -51.3% | +211.9% | +163.2% |
| 10Y | +197.5% | -25.6% | +223.1% | +194.4% |
| All | +651.8% | +1,675.5% | -1,023.7% | +612.9% |
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 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