+53.4%
XOM vs FLUT
-42.5%
+95.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -2.4% | +3.8% | -6.2% | -2.4% |
| 30D | +5.7% | +6.3% | -0.6% | +5.6% |
| 3M | +6.6% | -4.0% | +10.6% | +6.6% |
| 6M | +7.7% | -10.3% | +18.0% | +7.9% |
| YTD | +36.2% | -53.2% | +89.4% | +40.2% |
| 1Y | +50.5% | -65.0% | +115.5% | +56.8% |
| 3Y | +53.4% | -43.9% | +97.3% | +58.0% |
| All | +53.4% | -42.5% | +95.9% | +58.0% |
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 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