-25.6%
FLUT vs ES
+87.3%
-112.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.5% | +0.9% | -2.3% | -1.5% |
| 30D | +3.4% | +5.9% | -2.5% | +3.0% |
| 3M | -12.5% | -1.0% | -11.4% | -12.5% |
| 6M | -18.5% | +7.2% | -25.6% | -18.8% |
| YTD | -61.6% | +7.0% | -68.6% | -61.9% |
| 1Y | -64.1% | +0.5% | -64.6% | -64.2% |
| 3Y | -44.5% | +48.7% | -93.1% | -46.5% |
| 5Y | -51.3% | +1.9% | -53.2% | -52.1% |
| 10Y | -25.6% | +89.2% | -114.7% | -33.0% |
| All | -25.6% | +87.3% | -112.9% | -33.0% |
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