-51.8%
FLUT vs EXE
+64.7%
-116.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.1% |
| 7D | -6.5% | -3.9% | -2.6% | -6.0% |
| 30D | +2.8% | -2.6% | +5.3% | +3.1% |
| 3M | -13.5% | -6.9% | -6.6% | -12.8% |
| 6M | -19.0% | -9.3% | -9.7% | -18.1% |
| YTD | -61.9% | -20.7% | -41.1% | -60.8% |
| 1Y | -63.2% | -21.8% | -41.4% | -62.2% |
| 3Y | -46.0% | +16.2% | -62.2% | -48.6% |
| 5Y | -51.8% | +61.1% | -112.9% | -50.5% |
| All | -51.8% | +64.7% | -116.5% | -50.5% |
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