-43.9%
FLUT vs QS
-19.7%
-24.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | +3.8% | +2.2% | +1.6% | +3.6% |
| 30D | +6.3% | -8.1% | +14.4% | +6.9% |
| 3M | -4.0% | -27.0% | +23.0% | -2.3% |
| 6M | -10.3% | -16.4% | +6.2% | -10.1% |
| YTD | -53.2% | -46.4% | -6.8% | -51.6% |
| 1Y | -65.0% | -41.1% | -23.9% | -64.4% |
| 3Y | -43.9% | -18.6% | -25.3% | -50.7% |
| All | -43.9% | -19.7% | -24.2% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling