-65.6%
FLUT vs QS
-36.7%
-28.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | +0.4% | -3.6% | +4.1% | +0.7% |
| 30D | +2.5% | -17.2% | +19.8% | +3.7% |
| 3M | -9.2% | -27.0% | +17.7% | -7.7% |
| 6M | -8.2% | -24.6% | +16.3% | -8.1% |
| YTD | -53.2% | -49.3% | -3.9% | -51.8% |
| 1Y | -65.6% | -40.3% | -25.2% | -65.5% |
| All | -65.6% | -36.7% | -28.9% | -65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling