-48.1%
FLUT vs QS
-60.6%
+12.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -3.6% |
| 7D | -1.2% | -5.6% | +4.4% | -0.9% |
| 30D | +5.0% | -5.8% | +10.8% | +5.2% |
| 3M | -16.4% | -39.2% | +22.8% | -14.0% |
| 6M | -14.6% | -53.9% | +39.3% | -11.0% |
| YTD | -61.9% | -62.8% | +0.9% | -59.9% |
| 1Y | -65.0% | -73.5% | +8.5% | -62.5% |
| 3Y | -44.8% | -29.1% | -15.8% | -47.0% |
| 5Y | -49.9% | -90.0% | +40.1% | -50.2% |
| All | -48.1% | -60.6% | +12.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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