+191.6%
XOM vs FLUT
-11.0%
+202.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +1.9% | -3.6% | +5.4% | +2.1% |
| 30D | +4.1% | -0.3% | +4.4% | +4.0% |
| 3M | +10.4% | -12.6% | +23.0% | +11.1% |
| 6M | +13.0% | -8.0% | +21.0% | +13.1% |
| YTD | +40.1% | -54.1% | +94.2% | +46.8% |
| 1Y | +51.1% | -66.1% | +117.2% | +61.5% |
| 3Y | +57.7% | -45.0% | +102.7% | +61.1% |
| 5Y | +264.7% | -51.2% | +316.0% | +268.1% |
| All | +191.6% | -11.0% | +202.6% | +172.8% |
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