-26.1%
FLUT vs EXR
+215.3%
-241.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -6.5% | +2.7% | -9.1% | -7.0% |
| 30D | +2.8% | +18.9% | -16.2% | -0.6% |
| 3M | -13.5% | +8.4% | -21.8% | -14.8% |
| 6M | -19.0% | +14.3% | -33.3% | -21.0% |
| YTD | -61.9% | +27.2% | -89.1% | -63.7% |
| 1Y | -63.2% | +25.9% | -89.2% | -65.0% |
| 3Y | -46.0% | +54.6% | -100.7% | -51.0% |
| 5Y | -51.8% | -0.6% | -51.2% | -53.8% |
| 10Y | -26.1% | +208.5% | -234.6% | -34.6% |
| All | -26.1% | +215.3% | -241.3% | -34.6% |
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