-43.6%
FLUT vs VXX
-78.4%
+34.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +1.1% |
| 7D | +0.4% | +2.0% | -1.5% | +0.9% |
| 30D | +2.5% | -7.1% | +9.6% | +1.3% |
| 3M | -9.2% | -28.6% | +19.4% | -14.7% |
| 6M | -8.2% | -44.0% | +35.7% | -17.1% |
| YTD | -53.2% | -31.7% | -21.5% | -55.5% |
| 1Y | -65.6% | -46.3% | -19.2% | -68.4% |
| 3Y | -43.6% | -78.3% | +34.7% | -51.9% |
| All | -43.6% | -78.4% | +34.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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