+56.2%
XOP vs FLUT
-10.4%
+66.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | +1.0% | -2.6% | +3.6% | +1.2% |
| 30D | +10.8% | +5.4% | +5.5% | +10.2% |
| 3M | +19.5% | -10.8% | +30.2% | +20.3% |
| 6M | +21.6% | -9.2% | +30.8% | +21.9% |
| YTD | +55.8% | -53.8% | +109.6% | +65.9% |
| 1Y | +54.6% | -66.0% | +120.6% | +69.1% |
| 3Y | +36.6% | -44.7% | +81.3% | +42.3% |
| 5Y | +160.6% | -50.6% | +211.2% | +163.3% |
| 10Y | +56.2% | -10.4% | +66.7% | +60.2% |
| All | +56.2% | -10.4% | +66.7% | +60.2% |
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 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