+1,664.3%
FLUT vs EXEL
+1,838.9%
-174.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.3% |
| 7D | -6.5% | +2.3% | -8.8% | -6.5% |
| 30D | +2.8% | +19.8% | -17.1% | +2.3% |
| 3M | -13.5% | +32.7% | -46.1% | -14.1% |
| 6M | -19.0% | +49.0% | -67.9% | -19.9% |
| YTD | -61.9% | +63.7% | -125.6% | -62.4% |
| 1Y | -63.2% | +75.8% | -139.0% | -63.8% |
| 3Y | -46.0% | +241.3% | -287.3% | -47.9% |
| 5Y | -51.8% | +289.0% | -340.8% | -53.7% |
| 10Y | -26.1% | +377.6% | -403.7% | -30.0% |
| All | +1,664.3% | +1,838.9% | -174.6% | +1,455.1% |
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