-22.9%
FLUT vs ES
+92.3%
-115.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +9.2% | +6.7% | +2.5% | +8.8% |
| 3M | -13.7% | +0.3% | -14.0% | -13.7% |
| 6M | -9.0% | +7.4% | -16.4% | -9.5% |
| YTD | -60.2% | +8.4% | -68.6% | -60.5% |
| 1Y | -63.1% | +0.6% | -63.8% | -63.2% |
| 3Y | -42.5% | +50.6% | -93.1% | -44.7% |
| 5Y | -47.6% | +4.8% | -52.4% | -48.5% |
| 10Y | -22.9% | +93.1% | -116.0% | -30.9% |
| All | -22.9% | +92.3% | -115.2% | -30.9% |
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