-49.5%
FLUT vs EXE
+106.0%
-155.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | +7.7% | +8.5% | -0.7% | +6.6% |
| 3M | -0.7% | +5.5% | -6.2% | -1.5% |
| 6M | -11.2% | -5.9% | -5.3% | -10.6% |
| YTD | -53.4% | -9.7% | -43.7% | -53.0% |
| 1Y | -65.8% | +3.6% | -69.3% | -66.3% |
| 3Y | -44.9% | +18.0% | -63.0% | -47.1% |
| All | -49.5% | +106.0% | -155.6% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling