+45.3%
XOP vs FLUT
-63.1%
+108.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -6.4% |
| 7D | -10.5% | +4.2% | -14.7% | -10.5% |
| 30D | -4.3% | +8.0% | -12.4% | -4.3% |
| 3M | +4.7% | -22.1% | +26.8% | +4.2% |
| 6M | -0.1% | -21.7% | +21.6% | -0.5% |
| YTD | +43.8% | -62.0% | +105.8% | +47.2% |
| 1Y | +45.3% | -63.2% | +108.4% | +49.0% |
| All | +45.3% | -63.1% | +108.4% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling