-46.0%
FLUT vs EXPD
+72.3%
-118.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -6.5% | -5.5% | -1.0% | -5.6% |
| 30D | +2.8% | -1.9% | +4.7% | +3.1% |
| 3M | -13.5% | +6.1% | -19.5% | -14.5% |
| 6M | -19.0% | +21.6% | -40.6% | -22.2% |
| YTD | -61.9% | +27.9% | -89.8% | -63.9% |
| 1Y | -63.2% | +39.4% | -102.6% | -66.0% |
| 3Y | -46.0% | +72.7% | -118.7% | -56.8% |
| All | -46.0% | +72.3% | -118.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling