-9.2%
FLUT vs ECL
+153.2%
-162.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +6.3% | -2.5% | +8.8% | +6.9% |
| 3M | -4.0% | +8.3% | -12.4% | -5.9% |
| 6M | -10.3% | -1.1% | -9.2% | -10.3% |
| YTD | -53.2% | +6.5% | -59.7% | -54.1% |
| 1Y | -65.0% | +2.1% | -67.1% | -65.4% |
| 3Y | -43.9% | +57.6% | -101.5% | -49.7% |
| 5Y | -49.2% | +28.1% | -77.3% | -54.6% |
| 10Y | -9.2% | +153.2% | -162.4% | -16.6% |
| All | -9.2% | +153.2% | -162.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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