-50.6%
FLUT vs VSXY
+19.3%
-69.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.0% |
| 7D | -2.6% | -10.7% | +8.1% | -1.4% |
| 30D | +5.4% | -24.3% | +29.6% | +8.6% |
| 3M | -10.8% | +1.0% | -11.8% | -11.3% |
| 6M | -9.2% | +57.4% | -66.6% | -16.2% |
| YTD | -53.8% | +39.8% | -93.6% | -56.8% |
| 1Y | -66.0% | +196.5% | -262.5% | -71.7% |
| 3Y | -44.7% | +357.2% | -401.9% | -59.5% |
| 5Y | -50.6% | +18.9% | -69.5% | -52.5% |
| All | -50.6% | +19.3% | -69.9% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling