+24.6%
FLUT vs ESI
+224.6%
-200.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.5% |
| 7D | -1.6% | +3.3% | -5.0% | -2.0% |
| 30D | +7.7% | -5.9% | +13.6% | +8.4% |
| 3M | -0.7% | -14.1% | +13.4% | +0.4% |
| 6M | -11.2% | +6.6% | -17.7% | -13.2% |
| YTD | -53.4% | +45.0% | -98.5% | -56.5% |
| 1Y | -65.8% | +41.5% | -107.2% | -67.9% |
| 3Y | -44.9% | +78.8% | -123.7% | -50.1% |
| 5Y | -49.7% | +70.9% | -120.6% | -54.5% |
| 10Y | -9.7% | +317.1% | -326.8% | -21.3% |
| All | +24.6% | +224.6% | -200.0% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling