-44.3%
FLUT vs VSXY
+353.1%
-397.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.0% |
| 7D | -2.6% | -10.7% | +8.1% | -1.6% |
| 30D | +5.4% | -24.3% | +29.6% | +8.1% |
| 3M | -10.8% | +1.0% | -11.8% | -11.2% |
| 6M | -9.2% | +57.4% | -66.6% | -15.3% |
| YTD | -53.8% | +39.8% | -93.6% | -56.3% |
| 1Y | -66.0% | +196.5% | -262.5% | -71.1% |
| All | -44.3% | +353.1% | -397.4% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling