-59.4%
FLUT vs Q
+78.4%
-137.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.3% |
| 7D | -2.6% | +6.6% | -9.2% | -2.5% |
| 30D | +5.4% | -6.6% | +11.9% | +5.3% |
| 3M | -10.8% | -13.2% | +2.5% | -11.5% |
| 6M | -9.2% | +9.9% | -19.2% | -14.9% |
| YTD | -53.8% | +53.9% | -107.8% | -60.8% |
| All | -59.4% | +78.4% | -137.8% | -63.8% |
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