-52.0%
FLUT vs ES
+46.3%
-98.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.3% |
| 7D | -1.1% | +1.9% | -3.0% | -1.2% |
| 30D | +7.7% | +7.1% | +0.7% | +7.3% |
| 3M | -12.2% | -1.9% | -10.2% | -12.1% |
| 6M | -17.6% | +4.4% | -21.9% | -17.8% |
| YTD | -62.0% | +7.3% | -69.3% | -62.4% |
| 1Y | -62.3% | +2.1% | -64.4% | -62.5% |
| 3Y | -52.0% | +41.8% | -93.8% | -58.5% |
| All | -52.0% | +46.3% | -98.3% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling