+776.3%
FLUT vs EXR
+2,662.2%
-1,885.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | -2.6% | +0.9% | -1.4% |
| 30D | +7.7% | -7.2% | +14.9% | +8.5% |
| 3M | -0.7% | -3.5% | +2.8% | -0.4% |
| 6M | -11.2% | -5.3% | -5.9% | -10.8% |
| YTD | -53.4% | +9.4% | -62.8% | -53.9% |
| 1Y | -65.8% | +1.3% | -67.1% | -65.9% |
| 3Y | -44.9% | +22.4% | -67.3% | -46.2% |
| 5Y | -49.7% | -12.2% | -37.5% | -49.9% |
| 10Y | -9.7% | +148.6% | -158.3% | -15.2% |
| All | +776.3% | +2,662.2% | -1,885.9% | +636.1% |
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 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