-45.3%
FLUT vs CBOE
+119.7%
-164.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | -0.7% | +6.3% | -7.0% | -0.3% |
| 30D | +9.3% | +24.9% | -15.7% | +11.3% |
| 3M | -17.5% | +28.5% | -45.9% | -15.7% |
| 6M | -14.6% | +2.9% | -17.5% | -16.9% |
| YTD | -62.3% | +50.7% | -112.9% | -60.0% |
| 1Y | -59.6% | +45.5% | -105.1% | -57.5% |
| 3Y | -45.3% | +116.3% | -161.6% | -37.1% |
| All | -45.3% | +119.7% | -164.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling