-56.2%
FLUT vs EXE
+163.8%
-219.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +9.2% | -0.2% | +9.4% | +9.2% |
| 3M | -13.7% | -9.2% | -4.4% | -12.6% |
| 6M | -9.0% | -7.2% | -1.8% | -8.3% |
| YTD | -60.2% | -18.3% | -42.0% | -59.3% |
| 1Y | -63.1% | -23.6% | -39.5% | -61.9% |
| 3Y | -42.5% | +21.9% | -64.4% | -45.5% |
| 5Y | -47.6% | +73.7% | -121.2% | -50.4% |
| All | -56.2% | +163.8% | -219.9% | -63.1% |
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