-51.1%
FLUT vs ESTC
-46.4%
-4.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.2% |
| 7D | -1.6% | -8.1% | +6.5% | +0.1% |
| 30D | +7.7% | +31.7% | -23.9% | +1.0% |
| 3M | -0.7% | +41.1% | -41.8% | -8.4% |
| 6M | -11.2% | +77.1% | -88.2% | -22.2% |
| YTD | -53.4% | +21.7% | -75.1% | -56.2% |
| 1Y | -65.8% | +8.4% | -74.1% | -67.2% |
| 3Y | -44.9% | +23.6% | -68.5% | -50.6% |
| All | -51.1% | -46.4% | -4.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling