+52.3%
XOM vs FLUT
-65.2%
+117.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +4.1% | +0.4% | +3.6% | +4.1% |
| 30D | +4.6% | +2.5% | +2.1% | +4.7% |
| 3M | +14.0% | -9.2% | +23.2% | +14.0% |
| 6M | +11.0% | -8.2% | +19.2% | +11.1% |
| YTD | +40.7% | -53.2% | +93.9% | +46.9% |
| 1Y | +52.3% | -65.6% | +117.9% | +62.0% |
| All | +52.3% | -65.2% | +117.5% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling