+120.8%
EXPE vs FLUT
-45.9%
+166.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -6.1% | +9.3% | -15.3% | -9.0% |
| 3M | -21.3% | -17.5% | -3.8% | -16.5% |
| 6M | +19.0% | -14.6% | +33.6% | +23.1% |
| YTD | -8.4% | -62.3% | +53.9% | +23.7% |
| 1Y | -2.8% | -59.6% | +56.8% | +28.5% |
| 3Y | +120.8% | -45.3% | +166.0% | +184.3% |
| All | +120.8% | -45.9% | +166.7% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling