-11.0%
FLUT vs QID
-99.1%
+88.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.2% |
| 7D | -3.6% | +2.7% | -6.3% | -3.0% |
| 30D | -0.3% | +3.3% | -3.7% | +0.4% |
| 3M | -12.6% | -5.5% | -7.1% | -13.4% |
| 6M | -8.0% | -28.4% | +20.4% | -13.6% |
| YTD | -54.1% | -26.6% | -27.6% | -56.6% |
| 1Y | -66.1% | -34.1% | -32.0% | -68.5% |
| 3Y | -45.0% | -73.7% | +28.7% | -54.7% |
| 5Y | -51.2% | -80.7% | +29.4% | -60.6% |
| All | -11.0% | -99.1% | +88.1% | -32.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling