+130.4%
EXPE vs FLUT
-26.1%
+156.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.5% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | -4.5% | +5.0% | -9.5% | -5.7% |
| 3M | -19.7% | -16.4% | -3.3% | -16.5% |
| 6M | +18.3% | -14.6% | +32.9% | +21.5% |
| YTD | -7.3% | -61.9% | +54.6% | +14.1% |
| 1Y | -3.9% | -65.0% | +61.1% | +20.2% |
| 3Y | +123.0% | -44.8% | +167.8% | +151.0% |
| 5Y | +47.9% | -49.9% | +97.8% | +62.7% |
| All | +130.4% | -26.1% | +156.4% | +148.0% |
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