-59.6%
FLUT vs ES
+2.1%
-61.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -0.7% | +2.7% | -3.4% | -0.6% |
| 30D | +9.3% | +7.6% | +1.7% | +9.7% |
| 3M | -17.5% | +0.5% | -18.0% | -17.9% |
| 6M | -14.6% | +7.6% | -22.2% | -13.9% |
| YTD | -62.3% | +10.2% | -72.5% | -62.3% |
| 1Y | -59.6% | +1.8% | -61.5% | -59.5% |
| All | -59.6% | +2.1% | -61.8% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling