-3.9%
EXPE vs FLUT
-64.7%
+60.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | -4.5% | +5.0% | -9.5% | -6.6% |
| 3M | -19.7% | -16.4% | -3.3% | -14.4% |
| 6M | +18.3% | -14.6% | +32.9% | +22.1% |
| YTD | -7.3% | -61.9% | +54.6% | +35.6% |
| 1Y | -3.9% | -65.0% | +61.1% | +43.3% |
| All | -3.9% | -64.7% | +60.8% | +43.3% |
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 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