-63.2%
FLUT vs ESTC
+1.6%
-64.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | +4.2% | -15.9% | +20.0% | +9.6% |
| 30D | +8.0% | -5.5% | +13.5% | +9.1% |
| 3M | -22.1% | +26.2% | -48.3% | -30.1% |
| 6M | -21.7% | +77.0% | -98.7% | -38.6% |
| YTD | -62.0% | +18.9% | -80.8% | -66.9% |
| 1Y | -63.2% | +1.3% | -64.5% | -67.0% |
| All | -63.2% | +1.6% | -64.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling