-9.3%
FLUT vs CBOE
+368.5%
-377.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +0.4% | -5.8% | +6.3% | +0.7% |
| 30D | +2.5% | -3.1% | +5.7% | +2.6% |
| 3M | -9.2% | -4.8% | -4.5% | -9.1% |
| 6M | -8.2% | -0.6% | -7.7% | -8.7% |
| YTD | -53.2% | +12.8% | -66.0% | -53.9% |
| 1Y | -65.6% | +19.8% | -85.4% | -66.2% |
| 3Y | -43.6% | +86.9% | -130.5% | -47.5% |
| 5Y | -50.3% | +136.5% | -186.8% | -55.5% |
| All | -9.3% | +368.5% | -377.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling