-26.1%
FLUT vs ES
+96.6%
-122.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | +5.0% | +8.2% | -3.2% | +4.5% |
| 3M | -16.4% | +0.6% | -17.0% | -16.5% |
| 6M | -14.6% | +6.0% | -20.6% | -14.9% |
| YTD | -61.9% | +9.3% | -71.2% | -62.2% |
| 1Y | -65.0% | +1.1% | -66.2% | -65.2% |
| 3Y | -44.8% | +51.9% | -96.7% | -47.0% |
| 5Y | -49.9% | +6.5% | -56.4% | -50.8% |
| All | -26.1% | +96.6% | -122.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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