-51.8%
FLUT vs EXEL
+285.1%
-336.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | 0.0% |
| 7D | -6.5% | +2.3% | -8.8% | -6.8% |
| 30D | +2.8% | +19.8% | -17.1% | +0.6% |
| 3M | -13.5% | +32.7% | -46.1% | -16.3% |
| 6M | -19.0% | +49.0% | -67.9% | -22.9% |
| YTD | -61.9% | +63.7% | -125.6% | -64.4% |
| 1Y | -63.2% | +75.8% | -139.0% | -66.0% |
| 3Y | -46.0% | +241.3% | -287.3% | -56.6% |
| 5Y | -51.8% | +289.0% | -340.8% | -62.8% |
| All | -51.8% | +285.1% | -336.8% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling