+1,664.3%
FLUT vs ECL
+1,774.8%
-110.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | -6.5% | -0.5% | -5.9% | -6.4% |
| 30D | +2.8% | +8.8% | -6.1% | +1.3% |
| 3M | -13.5% | +7.8% | -21.3% | -14.5% |
| 6M | -19.0% | +21.3% | -40.3% | -21.6% |
| YTD | -61.9% | +17.8% | -79.7% | -63.0% |
| 1Y | -63.2% | +21.1% | -84.3% | -64.5% |
| 3Y | -46.0% | +80.1% | -126.1% | -51.0% |
| 5Y | -51.8% | +40.5% | -92.3% | -55.4% |
| 10Y | -26.1% | +197.7% | -223.8% | -37.1% |
| All | +1,664.3% | +1,774.8% | -110.4% | +1,129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling