-26.1%
FLUT vs EXPD
+336.9%
-363.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -1.2% | +3.6% | -4.8% | -1.9% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | -16.4% | +6.1% | -22.5% | -17.5% |
| 6M | -14.6% | +27.4% | -41.9% | -19.1% |
| YTD | -61.9% | +32.0% | -93.9% | -64.4% |
| 1Y | -65.0% | +40.5% | -105.6% | -67.8% |
| 3Y | -44.8% | +75.7% | -120.5% | -52.4% |
| 5Y | -49.9% | +61.7% | -111.6% | -57.0% |
| All | -26.1% | +336.9% | -363.0% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling