-66.3%
FLUT vs Q
+75.8%
-142.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -1.5% | +4.0% | -5.5% | -1.2% |
| 30D | +3.4% | -2.3% | +5.8% | +3.6% |
| 3M | -12.5% | -7.9% | -4.6% | -12.3% |
| 6M | -18.5% | -16.0% | -2.5% | -19.5% |
| YTD | -61.6% | +51.7% | -113.3% | -67.4% |
| 1Y | -64.1% | +28.3% | -92.4% | -67.7% |
| All | -66.3% | +75.8% | -142.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling