-49.1%
FLUT vs EXE
+187.5%
-236.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -2.6% | -2.7% | +0.1% | -2.2% |
| 30D | +5.4% | -0.4% | +5.7% | +5.4% |
| 3M | -10.8% | +9.5% | -20.2% | -12.0% |
| 6M | -9.2% | -9.3% | +0.1% | -8.2% |
| YTD | -53.8% | -10.9% | -42.9% | -53.3% |
| 1Y | -66.0% | +4.3% | -70.3% | -66.6% |
| 3Y | -44.7% | +18.8% | -63.5% | -47.2% |
| 5Y | -50.6% | +101.4% | -152.0% | -54.3% |
| All | -49.1% | +187.5% | -236.6% | -57.6% |
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