+261.8%
XOM vs FLUT
-48.5%
+310.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | +3.4% | +5.4% | -1.9% | +3.1% |
| 3M | +11.0% | -10.8% | +21.8% | +11.4% |
| 6M | +10.6% | -9.2% | +19.8% | +10.8% |
| YTD | +39.2% | -53.8% | +93.0% | +45.1% |
| 1Y | +52.7% | -66.0% | +118.7% | +62.0% |
| 3Y | +56.8% | -44.7% | +101.4% | +60.0% |
| 5Y | +261.8% | -50.6% | +312.4% | +259.4% |
| All | +261.8% | -48.5% | +310.3% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling