-8.0%
FLUT vs VXX
-41.6%
+33.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -0.4% |
| 7D | -3.6% | +7.2% | -10.7% | -3.0% |
| 30D | -0.3% | -5.8% | +5.5% | -0.7% |
| 3M | -12.6% | -29.0% | +16.4% | -15.6% |
| 6M | -8.0% | -44.0% | +36.0% | -16.4% |
| All | -8.0% | -41.6% | +33.6% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling