+1,658.1%
FLUT vs EXPD
+1,609.8%
+48.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.3% |
| 7D | -1.1% | -7.2% | +6.1% | -0.4% |
| 30D | +7.7% | -3.3% | +11.0% | +8.0% |
| 3M | -12.2% | +3.4% | -15.5% | -12.5% |
| 6M | -17.6% | +22.7% | -40.3% | -19.2% |
| YTD | -62.0% | +24.5% | -86.5% | -62.9% |
| 1Y | -62.3% | +38.6% | -100.9% | -63.5% |
| 3Y | -52.0% | +71.5% | -123.5% | -54.7% |
| 5Y | -51.8% | +56.2% | -108.0% | -54.4% |
| 10Y | -26.3% | +310.5% | -336.8% | -34.0% |
| All | +1,658.1% | +1,609.8% | +48.3% | +1,406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling