-63.2%
FLUT vs QID
-21.1%
-42.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.4% |
| 7D | +4.2% | +9.8% | -5.6% | +4.7% |
| 30D | +8.0% | +18.9% | -10.9% | +9.3% |
| 3M | -22.1% | +9.6% | -31.7% | -21.5% |
| 6M | -21.7% | -7.8% | -13.9% | -25.2% |
| YTD | -62.0% | -23.3% | -38.6% | -66.3% |
| 1Y | -63.2% | -22.0% | -41.1% | -66.8% |
| All | -63.2% | -21.1% | -42.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling