-9.2%
FLUT vs EXR
+147.0%
-156.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +6.3% | -6.9% | +13.2% | +7.7% |
| 3M | -4.0% | -3.0% | -1.1% | -3.5% |
| 6M | -10.3% | -2.9% | -7.3% | -9.9% |
| YTD | -53.2% | +9.3% | -62.5% | -54.1% |
| 1Y | -65.0% | -0.9% | -64.1% | -65.1% |
| 3Y | -43.9% | +24.7% | -68.6% | -46.9% |
| 5Y | -49.2% | -11.7% | -37.6% | -50.1% |
| 10Y | -9.2% | +148.4% | -157.6% | -17.1% |
| All | -9.2% | +147.0% | -156.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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