-26.4%
FLUT vs BOXX
+18.4%
-44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | -12.6% | +1.0% | -13.6% | -12.2% |
| 6M | -8.0% | +1.9% | -9.9% | -5.2% |
| YTD | -54.1% | +2.6% | -56.7% | -51.9% |
| 1Y | -66.1% | +4.0% | -70.1% | -63.3% |
| 3Y | -45.0% | +14.6% | -59.6% | -7.4% |
| All | -26.4% | +18.4% | -44.8% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling