-43.9%
FLUT vs EXEL
+160.6%
-204.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +3.8% | +1.4% | +2.4% | +3.8% |
| 30D | +6.3% | +6.7% | -0.4% | +6.0% |
| 3M | -4.0% | +11.5% | -15.5% | -4.6% |
| 6M | -10.3% | +38.8% | -49.1% | -12.3% |
| YTD | -53.2% | +31.6% | -84.7% | -54.1% |
| 1Y | -65.0% | +53.0% | -118.1% | -66.3% |
| 3Y | -43.9% | +160.8% | -204.7% | -43.6% |
| All | -43.9% | +160.6% | -204.5% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling