+27.3%
EXPE vs FLUT
-66.0%
+93.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.1% |
| 7D | -9.8% | +3.8% | -13.6% | -11.2% |
| 30D | -11.5% | +6.3% | -17.8% | -13.9% |
| 3M | +21.7% | -4.0% | +25.8% | +22.0% |
| 6M | +10.4% | -10.3% | +20.7% | +14.2% |
| YTD | -2.5% | -53.2% | +50.6% | +35.0% |
| 1Y | +27.3% | -65.0% | +92.4% | +84.3% |
| All | +27.3% | -66.0% | +93.3% | +84.3% |
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