+618.5%
SHEL vs FLUT
+2,054.3%
-1,435.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | +2.2% | -1.6% | +3.9% | +2.3% |
| 30D | +6.8% | +7.7% | -0.9% | +6.4% |
| 3M | +8.1% | -0.7% | +8.8% | +8.0% |
| 6M | +14.4% | -11.2% | +25.6% | +14.7% |
| YTD | +30.0% | -53.4% | +83.4% | +34.2% |
| 1Y | +33.3% | -65.8% | +99.1% | +39.5% |
| 3Y | +66.4% | -44.9% | +111.4% | +69.2% |
| 5Y | +178.6% | -49.7% | +228.3% | +180.7% |
| 10Y | +198.4% | -9.7% | +208.1% | +193.0% |
| All | +618.5% | +2,054.3% | -1,435.8% | +575.9% |
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