-49.2%
FLUT vs ESI
+77.4%
-126.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.8% | +5.4% | -1.6% | +2.2% |
| 30D | +6.3% | -4.2% | +10.5% | +7.4% |
| 3M | -4.0% | -9.6% | +5.6% | -3.4% |
| 6M | -10.3% | +18.3% | -28.6% | -20.6% |
| YTD | -53.2% | +45.8% | -99.0% | -62.5% |
| 1Y | -65.0% | +39.2% | -104.2% | -71.6% |
| 3Y | -43.9% | +86.3% | -130.2% | -61.6% |
| 5Y | -49.2% | +76.2% | -125.5% | -63.4% |
| All | -49.2% | +77.4% | -126.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling