-44.7%
FLUT vs QID
-72.1%
+27.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.0% |
| 7D | -1.2% | -11.8% | +10.6% | -4.4% |
| 30D | +5.0% | +14.2% | -9.2% | +9.6% |
| 3M | -16.4% | +8.8% | -25.2% | -14.0% |
| 6M | -14.6% | +1.5% | -16.1% | -13.8% |
| YTD | -61.9% | -23.8% | -38.1% | -65.4% |
| 1Y | -65.0% | -22.0% | -43.0% | -67.8% |
| All | -44.7% | -72.1% | +27.4% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling