-65.5%
FLUT vs EXEL
+52.9%
-118.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.9% |
| 30D | +6.3% | +6.7% | -0.4% | +6.9% |
| 3M | -4.0% | +11.5% | -15.5% | -3.2% |
| 6M | -10.3% | +38.8% | -49.1% | -8.7% |
| YTD | -53.2% | +31.6% | -84.7% | -52.3% |
| All | -65.5% | +52.9% | -118.4% | -64.6% |
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