-57.7%
FLUT vs EXE
+161.7%
-219.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.3% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | +3.4% | -0.3% | +3.7% | +3.4% |
| 3M | -12.5% | -9.3% | -3.2% | -11.4% |
| 6M | -18.5% | -7.2% | -11.2% | -17.8% |
| YTD | -61.6% | -18.9% | -42.7% | -60.7% |
| 1Y | -64.1% | -21.7% | -42.4% | -63.1% |
| 3Y | -44.5% | +21.0% | -65.4% | -47.3% |
| 5Y | -51.3% | +76.0% | -127.3% | -54.1% |
| All | -57.7% | +161.7% | -219.4% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling