-10.4%
FLUT vs EXEL
+378.5%
-388.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | +5.4% | +10.1% | -4.8% | +4.9% |
| 3M | -10.8% | +10.1% | -20.8% | -11.2% |
| 6M | -9.2% | +37.7% | -46.9% | -10.8% |
| YTD | -53.8% | +33.1% | -86.9% | -54.6% |
| 1Y | -66.0% | +52.4% | -118.4% | -66.8% |
| 3Y | -44.7% | +163.8% | -208.5% | -47.6% |
| 5Y | -50.6% | +198.5% | -249.1% | -53.7% |
| 10Y | -10.4% | +386.9% | -397.3% | -15.8% |
| All | -10.4% | +378.5% | -388.9% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling