+47.6%
EXC vs FLUT
-50.4%
+98.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | -3.7% | +7.7% | -11.5% | -3.9% |
| 3M | -1.3% | -0.7% | -0.6% | -1.3% |
| 6M | -9.7% | -11.2% | +1.4% | -9.6% |
| YTD | +2.9% | -53.4% | +56.3% | +4.6% |
| 1Y | +4.4% | -65.8% | +70.1% | +7.0% |
| 3Y | +22.2% | -44.9% | +67.1% | +22.3% |
| All | +47.6% | -50.4% | +98.0% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling