+2,054.3%
FLUT vs ES
+909.8%
+1,144.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +7.7% | -2.0% | +9.7% | +7.9% |
| 3M | -0.7% | +1.7% | -2.4% | -0.8% |
| 6M | -11.2% | -3.5% | -7.6% | -11.0% |
| YTD | -53.4% | +7.9% | -61.4% | -53.8% |
| 1Y | -65.8% | +17.2% | -82.9% | -66.3% |
| 3Y | -44.9% | +29.3% | -74.2% | -46.4% |
| 5Y | -49.7% | -5.7% | -43.9% | -50.1% |
| 10Y | -9.7% | +85.2% | -94.9% | -15.7% |
| All | +2,054.3% | +909.8% | +1,144.5% | +1,480.1% |
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