+82.5%
XOP vs FLUT
+598.7%
-516.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | +15.4% | +7.7% | +7.7% | +14.7% |
| 3M | +12.1% | -0.7% | +12.8% | +11.8% |
| 6M | +19.7% | -11.2% | +30.8% | +20.2% |
| YTD | +52.4% | -53.4% | +105.8% | +60.1% |
| 1Y | +47.6% | -65.8% | +113.3% | +58.4% |
| 3Y | +34.4% | -44.9% | +79.3% | +38.5% |
| 5Y | +154.4% | -49.7% | +204.1% | +158.9% |
| 10Y | +54.7% | -9.7% | +64.4% | +51.1% |
| All | +82.5% | +598.7% | -516.2% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling