-63.2%
FLUT vs EXE
-18.4%
-44.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.6% |
| 7D | +4.2% | -4.7% | +8.8% | +3.7% |
| 30D | +8.0% | +1.0% | +7.0% | +8.1% |
| 3M | -22.1% | -5.6% | -16.4% | -22.7% |
| 6M | -21.7% | -12.3% | -9.4% | -22.7% |
| YTD | -62.0% | -19.5% | -42.5% | -62.1% |
| 1Y | -63.2% | -18.9% | -44.3% | -64.8% |
| All | -63.2% | -18.4% | -44.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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