+23.7%
EXC vs FLUT
-44.8%
+68.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | -3.7% | +7.7% | -11.5% | -3.7% |
| 3M | -1.3% | -0.7% | -0.6% | -1.2% |
| 6M | -9.7% | -11.2% | +1.4% | -9.8% |
| YTD | +2.9% | -53.4% | +56.3% | +1.9% |
| 1Y | +4.4% | -65.8% | +70.1% | +3.1% |
| All | +23.7% | -44.8% | +68.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling