+950.2%
XOM vs FLUT
+2,054.3%
-1,104.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | +1.8% | -1.6% | +3.4% | +1.8% |
| 30D | +5.9% | +7.7% | -1.9% | +5.4% |
| 3M | +5.6% | -0.7% | +6.3% | +5.4% |
| 6M | +7.9% | -11.2% | +19.0% | +8.1% |
| YTD | +35.2% | -53.4% | +88.6% | +39.6% |
| 1Y | +46.0% | -65.8% | +111.7% | +52.8% |
| 3Y | +55.0% | -44.9% | +100.0% | +57.5% |
| 5Y | +246.3% | -49.7% | +296.0% | +249.0% |
| 10Y | +181.0% | -9.7% | +190.7% | +172.5% |
| All | +950.2% | +2,054.3% | -1,104.0% | +843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling