-44.7%
FLUT vs ESTC
+16.0%
-60.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.6% |
| 7D | -1.2% | +5.8% | -7.0% | -2.5% |
| 30D | +5.0% | -5.6% | +10.6% | +5.8% |
| 3M | -16.4% | +15.4% | -31.8% | -20.4% |
| 6M | -14.6% | +77.8% | -92.4% | -26.9% |
| YTD | -61.9% | +18.1% | -79.9% | -64.6% |
| 1Y | -65.0% | -3.7% | -61.4% | -66.4% |
| All | -44.7% | +16.0% | -60.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling