-58.4%
FLUT vs EXE
+165.2%
-223.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -0.7% | +5.3% | -6.0% | -1.4% |
| 30D | +9.3% | -2.2% | +11.4% | +9.5% |
| 3M | -17.5% | -5.9% | -11.6% | -16.9% |
| 6M | -14.6% | -5.7% | -8.9% | -14.1% |
| YTD | -62.3% | -17.8% | -44.4% | -61.4% |
| 1Y | -59.6% | -23.1% | -36.5% | -58.3% |
| 3Y | -45.3% | +21.2% | -66.5% | -48.1% |
| 5Y | -50.4% | +78.8% | -129.2% | -53.3% |
| All | -58.4% | +165.2% | -223.6% | -65.0% |
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