+51.7%
XOP vs FLUT
-26.8%
+78.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +6.3% | -0.7% | +7.0% | +6.4% |
| 30D | -6.6% | +9.3% | -15.8% | -7.4% |
| 3M | +3.6% | -17.5% | +21.0% | +4.9% |
| 6M | +10.8% | -14.6% | +25.4% | +11.6% |
| YTD | +48.3% | -62.3% | +110.5% | +60.2% |
| 1Y | +42.9% | -59.6% | +102.6% | +53.3% |
| 3Y | +43.3% | -45.3% | +88.6% | +49.6% |
| 5Y | +94.0% | -50.4% | +144.4% | +97.9% |
| All | +51.7% | -26.8% | +78.5% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling