-51.3%
FLUT vs EXPD
+60.8%
-112.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.5% | -7.4% | +5.9% | +0.4% |
| 30D | +3.4% | -2.1% | +5.5% | +3.9% |
| 3M | -12.5% | +5.7% | -18.2% | -13.9% |
| 6M | -18.5% | +21.4% | -39.8% | -22.8% |
| YTD | -61.6% | +27.6% | -89.2% | -64.5% |
| 1Y | -64.1% | +36.1% | -100.2% | -67.4% |
| 3Y | -44.5% | +69.9% | -114.3% | -54.1% |
| 5Y | -51.3% | +59.7% | -111.0% | -62.9% |
| All | -51.3% | +60.8% | -112.1% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling