+2,054.3%
FLUT vs EXEL
+1,494.9%
+559.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +8.4% | -10.0% | -1.8% |
| 30D | +7.7% | +4.1% | +3.7% | +7.6% |
| 3M | -0.7% | +12.4% | -13.1% | -1.1% |
| 6M | -11.2% | +41.5% | -52.7% | -12.1% |
| YTD | -53.4% | +34.6% | -88.1% | -53.9% |
| 1Y | -65.8% | +57.9% | -123.6% | -66.3% |
| 3Y | -44.9% | +159.5% | -204.4% | -46.5% |
| 5Y | -49.7% | +198.5% | -248.2% | -51.4% |
| 10Y | -9.7% | +411.4% | -421.1% | -14.6% |
| All | +2,054.3% | +1,494.9% | +559.4% | +1,808.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling