-26.8%
FLUT vs EXPD
+335.0%
-361.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | +5.5% | -6.2% | -1.8% |
| 30D | +9.3% | -0.8% | +10.1% | +9.4% |
| 3M | -17.5% | +4.1% | -21.6% | -18.3% |
| 6M | -14.6% | +25.7% | -40.3% | -18.9% |
| YTD | -62.3% | +31.4% | -93.7% | -64.7% |
| 1Y | -59.6% | +42.2% | -101.8% | -63.0% |
| 3Y | -45.3% | +77.2% | -122.5% | -52.9% |
| 5Y | -50.4% | +61.0% | -111.4% | -57.4% |
| All | -26.8% | +335.0% | -361.8% | -40.8% |
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