-63.2%
FLUT vs EXEL
+92.4%
-155.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +4.2% | +9.8% | -5.6% | +4.7% |
| 30D | +8.0% | +23.6% | -15.6% | +9.7% |
| 3M | -22.1% | +29.9% | -52.0% | -20.3% |
| 6M | -21.7% | +64.7% | -86.4% | -18.3% |
| YTD | -62.0% | +66.0% | -127.9% | -60.4% |
| 1Y | -63.2% | +92.0% | -155.1% | -64.8% |
| All | -63.2% | +92.4% | -155.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling