-65.8%
FLUT vs EXPD
+57.8%
-123.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +7.7% | +4.1% | +3.7% | +7.6% |
| 3M | -0.7% | +17.9% | -18.6% | -1.5% |
| 6M | -11.2% | +29.2% | -40.4% | -12.0% |
| YTD | -53.4% | +27.4% | -80.8% | -53.2% |
| 1Y | -65.8% | +56.8% | -122.6% | -65.1% |
| All | -65.8% | +57.8% | -123.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling