+1,675.5%
FLUT vs EXEL
+1,807.6%
-132.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -1.4% |
| 30D | +3.4% | +17.9% | -14.5% | +3.0% |
| 3M | -12.5% | +33.3% | -45.7% | -13.2% |
| 6M | -18.5% | +46.6% | -65.0% | -19.3% |
| YTD | -61.6% | +61.0% | -122.7% | -62.2% |
| 1Y | -64.1% | +70.4% | -134.5% | -64.7% |
| 3Y | -44.5% | +236.1% | -280.6% | -46.4% |
| 5Y | -51.3% | +284.8% | -336.1% | -53.2% |
| 10Y | -25.6% | +348.4% | -374.0% | -29.4% |
| All | +1,675.5% | +1,807.6% | -132.0% | +1,465.7% |
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