-40.5%
FLUT vs VSXY
+37.5%
-78.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.5% | -18.7% | +21.2% | +4.7% |
| 3M | -9.2% | -4.0% | -5.3% | -9.2% |
| 6M | -8.2% | +67.5% | -75.7% | -15.7% |
| YTD | -53.2% | +39.7% | -92.9% | -56.1% |
| 1Y | -65.6% | +180.0% | -245.6% | -70.9% |
| 3Y | -43.6% | +337.3% | -380.9% | -57.5% |
| 5Y | -50.3% | +22.7% | -73.0% | -57.3% |
| All | -40.5% | +37.5% | -78.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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