+1.7%
FLUT vs ESI
+182.6%
-180.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -1.1% | -8.5% | +7.4% | -0.2% |
| 30D | +7.7% | -15.7% | +23.4% | +9.6% |
| 3M | -12.2% | -18.2% | +6.1% | -10.5% |
| 6M | -17.6% | -28.8% | +11.3% | -15.3% |
| YTD | -62.0% | +26.3% | -88.3% | -64.0% |
| 1Y | -62.3% | +18.2% | -80.5% | -64.0% |
| 3Y | -52.0% | +68.1% | -120.1% | -56.2% |
| 5Y | -51.8% | +28.8% | -80.5% | -55.5% |
| 10Y | -26.3% | +329.8% | -356.1% | -35.2% |
| All | +1.7% | +182.6% | -180.9% | -13.5% |
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 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