+105.1%
XOP vs FLNC
-71.1%
+176.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +0.6% |
| 7D | +1.6% | -5.0% | +6.6% | +2.0% |
| 30D | +9.6% | -26.1% | +35.7% | +12.0% |
| 3M | +16.9% | -55.2% | +72.1% | +23.3% |
| 6M | +24.0% | -42.6% | +66.6% | +25.0% |
| YTD | +56.2% | -51.0% | +107.2% | +57.4% |
| 1Y | +51.8% | +43.3% | +8.4% | +32.2% |
| 3Y | +37.0% | -63.4% | +100.4% | +26.4% |
| All | +105.1% | -71.1% | +176.2% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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