+225.9%
FLUT vs CBOE
+1,025.9%
-800.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | +3.8% | -4.6% | +8.5% | +3.9% |
| 30D | +6.3% | +2.6% | +3.7% | +6.2% |
| 3M | -4.0% | +4.9% | -9.0% | -4.2% |
| 6M | -10.3% | -2.2% | -8.1% | -10.5% |
| YTD | -53.2% | +17.7% | -70.9% | -53.6% |
| 1Y | -65.0% | +26.1% | -91.1% | -65.4% |
| 3Y | -43.9% | +97.1% | -141.0% | -46.1% |
| 5Y | -49.2% | +149.2% | -198.4% | -52.2% |
| 10Y | -9.2% | +385.1% | -394.3% | -14.8% |
| All | +225.9% | +1,025.9% | -800.0% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling