-62.3%
FLUT vs ESTC
-2.5%
-59.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.2% |
| 7D | -1.1% | -11.5% | +10.4% | +2.3% |
| 30D | +7.7% | -7.5% | +15.3% | +9.3% |
| 3M | -12.2% | +23.1% | -35.2% | -20.9% |
| 6M | -17.6% | +75.3% | -92.8% | -35.3% |
| YTD | -62.0% | +14.1% | -76.1% | -66.6% |
| 1Y | -62.3% | -0.6% | -61.7% | -66.0% |
| All | -62.3% | -2.5% | -59.8% | -66.0% |
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