+78.7%
XOM vs FLUT
-45.4%
+124.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +6.0% | +1.9% |
| 7D | +2.7% | -1.2% | +3.9% | +2.7% |
| 30D | -2.5% | +5.0% | -7.5% | -2.6% |
| 3M | +7.0% | -16.4% | +23.4% | +7.2% |
| 6M | +14.2% | -14.6% | +28.8% | +14.4% |
| YTD | +43.9% | -61.9% | +105.8% | +49.5% |
| 1Y | +47.9% | -65.0% | +112.9% | +54.2% |
| All | +78.7% | -45.4% | +124.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling