+153.1%
EXPE vs FLUT
-9.2%
+162.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.0% |
| 7D | -9.8% | +3.8% | -13.6% | -10.6% |
| 30D | -11.5% | +6.3% | -17.8% | -12.9% |
| 3M | +21.7% | -4.0% | +25.8% | +22.2% |
| 6M | +10.4% | -10.3% | +20.7% | +12.2% |
| YTD | -2.5% | -53.2% | +50.6% | +14.6% |
| 1Y | +27.3% | -65.0% | +92.4% | +58.7% |
| 3Y | +153.5% | -43.9% | +197.4% | +182.0% |
| 5Y | +91.1% | -49.2% | +140.3% | +104.7% |
| 10Y | +153.1% | -9.2% | +162.3% | +160.3% |
| All | +153.1% | -9.2% | +162.3% | +160.3% |
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