-2.6%
EXPE vs FLUT
-63.7%
+61.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -13.3% | -6.5% | -6.9% | -11.0% |
| 30D | -5.5% | +2.8% | -8.3% | -6.7% |
| 3M | -16.5% | -13.5% | -3.0% | -12.2% |
| 6M | +13.1% | -19.0% | +32.1% | +20.0% |
| YTD | -8.0% | -61.9% | +53.9% | +35.1% |
| All | -2.6% | -63.7% | +61.1% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling