-50.6%
FLUT vs QS
-74.8%
+24.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | -0.7% |
| 7D | -2.6% | -4.2% | +1.6% | -2.2% |
| 30D | +5.4% | -15.7% | +21.0% | +7.2% |
| 3M | -10.8% | -28.7% | +17.9% | -8.1% |
| 6M | -9.2% | -23.2% | +14.0% | -8.1% |
| YTD | -53.8% | -49.9% | -3.9% | -51.1% |
| 1Y | -66.0% | -38.8% | -27.2% | -65.4% |
| 3Y | -44.7% | -24.0% | -20.6% | -50.2% |
| 5Y | -50.6% | -75.6% | +25.0% | -54.2% |
| All | -50.6% | -74.8% | +24.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling