-26.1%
FLUT vs ECL
+205.6%
-231.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.1% |
| 7D | -6.5% | -0.5% | -5.9% | -6.4% |
| 30D | +2.8% | +8.8% | -6.1% | +0.7% |
| 3M | -13.5% | +7.8% | -21.3% | -15.0% |
| 6M | -19.0% | +21.3% | -40.3% | -22.7% |
| YTD | -61.9% | +17.8% | -79.7% | -63.5% |
| 1Y | -63.2% | +21.1% | -84.3% | -65.0% |
| 3Y | -46.0% | +80.1% | -126.1% | -53.2% |
| 5Y | -51.8% | +40.5% | -92.3% | -57.9% |
| 10Y | -26.1% | +197.7% | -223.8% | -30.3% |
| All | -26.1% | +205.6% | -231.7% | -30.3% |
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