-45.3%
FLUT vs VSXY
+455.0%
-500.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | +9.3% | +20.1% | -10.9% | +7.2% |
| 3M | -17.5% | +16.6% | -34.1% | -19.0% |
| 6M | -14.6% | +134.9% | -149.6% | -23.9% |
| YTD | -62.3% | +96.0% | -158.3% | -65.7% |
| 1Y | -59.6% | +203.8% | -263.4% | -65.7% |
| 3Y | -45.3% | +465.3% | -510.6% | -59.1% |
| All | -45.3% | +455.0% | -500.3% | -59.1% |
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