-10.4%
FLUT vs QID
-99.2%
+88.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.3% |
| 7D | -2.6% | -1.9% | -0.7% | -3.0% |
| 30D | +5.4% | +1.7% | +3.7% | +5.8% |
| 3M | -10.8% | -3.9% | -6.9% | -11.2% |
| 6M | -9.2% | -30.0% | +20.8% | -15.2% |
| YTD | -53.8% | -28.2% | -25.6% | -56.5% |
| 1Y | -66.0% | -35.6% | -30.3% | -68.5% |
| 3Y | -44.7% | -74.3% | +29.6% | -54.6% |
| 5Y | -50.6% | -80.8% | +30.2% | -60.2% |
| All | -10.4% | -99.2% | +88.8% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling