-40.7%
FLUT vs VSXY
+37.4%
-78.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.5% |
| 7D | -1.6% | -14.0% | +12.3% | -0.1% |
| 30D | +7.7% | -15.9% | +23.7% | +9.6% |
| 3M | -0.7% | +3.4% | -4.1% | -1.5% |
| 6M | -11.2% | +25.9% | -37.1% | -15.4% |
| YTD | -53.4% | +39.5% | -92.9% | -56.3% |
| 1Y | -65.8% | +194.4% | -260.1% | -71.2% |
| 3Y | -44.9% | +281.4% | -326.4% | -57.7% |
| 5Y | -49.7% | +12.8% | -62.5% | -56.7% |
| All | -40.7% | +37.4% | -78.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling