+615.2%
FLUT vs EXR
+3,094.9%
-2,479.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -1.1% | +5.2% | -6.3% | -1.5% |
| 30D | +7.7% | +20.9% | -13.2% | +5.9% |
| 3M | -12.2% | +7.7% | -19.9% | -12.8% |
| 6M | -17.6% | +13.2% | -30.7% | -18.5% |
| YTD | -62.0% | +26.5% | -88.5% | -62.9% |
| 1Y | -62.3% | +27.2% | -89.5% | -63.1% |
| 3Y | -52.0% | +71.5% | -123.5% | -54.3% |
| 5Y | -51.8% | +0.4% | -52.1% | -52.5% |
| 10Y | -26.3% | +225.2% | -251.5% | -32.0% |
| All | +615.2% | +3,094.9% | -2,479.7% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling