-25.0%
FLUT vs BOXX
+18.5%
-43.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.4% | +0.1% | +0.4% | +0.5% |
| 30D | +2.5% | +0.3% | +2.2% | +2.5% |
| 3M | -9.2% | +1.0% | -10.3% | -8.8% |
| 6M | -8.2% | +1.9% | -10.2% | -5.6% |
| YTD | -53.2% | +2.7% | -55.9% | -51.0% |
| 1Y | -65.6% | +4.0% | -69.6% | -62.7% |
| 3Y | -43.6% | +14.7% | -58.2% | -5.1% |
| All | -25.0% | +18.5% | -43.4% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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