+118.5%
EXPE vs FLUT
-26.1%
+144.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.3% | -6.5% | -6.9% | -12.0% |
| 30D | -5.5% | +2.8% | -8.3% | -6.2% |
| 3M | -16.5% | -13.5% | -3.0% | -13.9% |
| 6M | +13.1% | -19.0% | +32.1% | +17.6% |
| YTD | -8.0% | -61.9% | +53.9% | +13.3% |
| 1Y | +1.1% | -63.2% | +64.3% | +25.1% |
| 3Y | +131.2% | -46.0% | +177.2% | +161.3% |
| 5Y | +39.8% | -51.8% | +91.5% | +54.4% |
| 10Y | +118.5% | -26.1% | +144.5% | +134.9% |
| All | +118.5% | -26.1% | +144.5% | +134.9% |
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