+185.7%
EXPE vs FLUT
-41.5%
+227.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -9.5% | -1.6% | -7.9% | -9.0% |
| 30D | -6.6% | +7.7% | -14.4% | -9.1% |
| 3M | +31.4% | -0.7% | +32.1% | +30.3% |
| 6M | +35.2% | -11.2% | +46.3% | +38.9% |
| YTD | +5.8% | -53.4% | +59.2% | +33.6% |
| 1Y | +38.7% | -65.8% | +104.4% | +90.0% |
| All | +185.7% | -41.5% | +227.2% | +238.5% |
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