+135.5%
EXPE vs FLUT
-52.0%
+187.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.3% | -4.3% |
| 7D | -9.3% | -1.1% | -8.3% | -9.1% |
| 30D | +0.1% | +7.7% | -7.6% | -2.5% |
| 3M | -15.3% | -12.2% | -3.2% | -12.1% |
| 6M | +5.5% | -17.6% | +23.0% | +10.5% |
| YTD | -8.0% | -62.0% | +54.0% | +23.0% |
| 1Y | +18.9% | -62.3% | +81.1% | +58.7% |
| 3Y | +135.5% | -52.0% | +187.5% | +207.7% |
| All | +135.5% | -52.0% | +187.5% | +207.7% |
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