-10.4%
FLUT vs ESI
+308.3%
-318.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -2.6% | +3.9% | -6.5% | -3.3% |
| 30D | +5.4% | -3.8% | +9.1% | +5.9% |
| 3M | -10.8% | -13.1% | +2.4% | -9.6% |
| 6M | -9.2% | +11.3% | -20.6% | -13.3% |
| YTD | -53.8% | +44.1% | -97.9% | -58.4% |
| 1Y | -66.0% | +40.3% | -106.3% | -69.2% |
| 3Y | -44.7% | +84.1% | -128.7% | -52.9% |
| 5Y | -50.6% | +75.8% | -126.4% | -57.9% |
| 10Y | -10.4% | +320.7% | -331.1% | -27.1% |
| All | -10.4% | +308.3% | -318.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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