+44.0%
XOP vs FLUT
-25.6%
+69.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -8.4% | -1.5% | -6.9% | -8.2% |
| 30D | -8.4% | +3.4% | -11.8% | -8.7% |
| 3M | +0.2% | -12.5% | +12.6% | +1.0% |
| 6M | +7.2% | -18.5% | +25.7% | +8.4% |
| YTD | +40.8% | -61.6% | +102.4% | +51.9% |
| 1Y | +36.3% | -64.1% | +100.4% | +47.8% |
| 3Y | +37.2% | -44.5% | +81.6% | +43.0% |
| 5Y | +86.6% | -51.3% | +137.9% | +90.3% |
| 10Y | +44.0% | -25.6% | +69.6% | +50.7% |
| All | +44.0% | -25.6% | +69.6% | +50.7% |
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