-26.8%
FLUT vs ECL
+197.5%
-224.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -0.7% | +2.9% | -3.6% | -1.4% |
| 30D | +9.3% | +7.5% | +1.8% | +7.3% |
| 3M | -17.5% | +12.2% | -29.7% | -19.7% |
| 6M | -14.6% | +24.6% | -39.2% | -19.1% |
| YTD | -62.3% | +18.8% | -81.0% | -63.9% |
| 1Y | -59.6% | +19.3% | -79.0% | -61.5% |
| 3Y | -45.3% | +78.2% | -123.5% | -52.4% |
| 5Y | -50.4% | +38.8% | -89.2% | -56.7% |
| All | -26.8% | +197.5% | -224.4% | -30.1% |
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