-66.8%
FLUT vs Q
+68.3%
-135.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -1.2% |
| 7D | -0.7% | +1.2% | -1.9% | -0.6% |
| 30D | +9.3% | -2.7% | +11.9% | +9.3% |
| 3M | -17.5% | -16.9% | -0.5% | -17.5% |
| 6M | -14.6% | -26.9% | +12.3% | -14.5% |
| YTD | -62.3% | +45.2% | -107.5% | -68.0% |
| 1Y | -59.6% | +38.1% | -97.8% | -65.5% |
| All | -66.8% | +68.3% | -135.1% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling