-26.1%
FLUT vs ESI
+323.5%
-349.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.5% |
| 7D | -6.5% | -3.5% | -3.0% | -6.0% |
| 30D | +2.8% | -9.3% | +12.0% | +4.1% |
| 3M | -13.5% | -12.8% | -0.7% | -12.0% |
| 6M | -19.0% | -24.6% | +5.6% | -16.4% |
| YTD | -61.9% | +32.7% | -94.6% | -65.5% |
| 1Y | -63.2% | +20.3% | -83.5% | -66.0% |
| 3Y | -46.0% | +80.2% | -126.2% | -54.4% |
| 5Y | -51.8% | +40.0% | -91.7% | -58.4% |
| 10Y | -26.1% | +310.8% | -336.8% | -41.5% |
| All | -26.1% | +323.5% | -349.5% | -41.5% |
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