Glad to help.
The return on the futures contract is the difference between the original futures price and the spot price at expiration. You enter into a 3-month futures for Euros at $1.32/€. At expiration, the spot rate is $1.45/€. You’ve gained 0.13/€ (assuming you're long € and short ); that’s the return on the futures contract. janakisri’s point, above, is that you don’t see that in one lump payment at expiration: every day for three months they adjust your margin account, so you earn that return slowly over the 3-month contract period.