+17.8%
FLUT vs ESTC
+31.2%
-13.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | -1.6% | -8.1% | +6.5% | -0.4% |
| 30D | +7.7% | +31.7% | -23.9% | +2.7% |
| 3M | -0.7% | +41.1% | -41.8% | -6.4% |
| 6M | -11.2% | +77.1% | -88.2% | -19.4% |
| YTD | -53.4% | +21.7% | -75.1% | -55.4% |
| 1Y | -65.8% | +8.4% | -74.1% | -66.8% |
| 3Y | -44.9% | +23.6% | -68.5% | -48.7% |
| 5Y | -49.7% | -46.5% | -3.2% | -52.3% |
| All | +17.8% | +31.2% | -13.3% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling