+855.0%
EXPE vs FLUT
+490.5%
+364.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -9.5% | -1.6% | -7.9% | -9.3% |
| 30D | -6.6% | +7.7% | -14.4% | -7.5% |
| 3M | +31.4% | -0.7% | +32.1% | +31.1% |
| 6M | +35.2% | -11.2% | +46.3% | +36.7% |
| YTD | +5.8% | -53.4% | +59.2% | +15.1% |
| 1Y | +38.7% | -65.8% | +104.4% | +55.6% |
| 3Y | +175.8% | -44.9% | +220.7% | +193.0% |
| 5Y | +111.8% | -49.7% | +161.5% | +121.3% |
| 10Y | +179.7% | -9.7% | +189.4% | +183.7% |
| All | +855.0% | +490.5% | +364.5% | +814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling