+1,685.4%
FLUT vs ES
+934.2%
+751.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.3% |
| 7D | +4.8% | +5.9% | -1.1% | +4.4% |
| 30D | +8.8% | +10.2% | -1.4% | +8.1% |
| 3M | -10.7% | +0.4% | -11.1% | -10.8% |
| 6M | -19.7% | +6.9% | -26.6% | -20.1% |
| YTD | -61.4% | +10.5% | -71.9% | -61.8% |
| 1Y | -61.6% | +3.2% | -64.8% | -61.8% |
| 3Y | -51.4% | +49.0% | -100.5% | -53.2% |
| 5Y | -51.0% | +4.5% | -55.5% | -51.7% |
| 10Y | -25.2% | +92.3% | -117.5% | -30.3% |
| All | +1,685.4% | +934.2% | +751.2% | +1,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling