-48.7%
FLUT vs QS
-62.6%
+14.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | -0.7% |
| 7D | -0.7% | -14.0% | +13.3% | +0.2% |
| 30D | +9.3% | -6.4% | +15.6% | +9.5% |
| 3M | -17.5% | -40.3% | +22.8% | -14.9% |
| 6M | -14.6% | -57.5% | +42.9% | -10.6% |
| YTD | -62.3% | -64.7% | +2.4% | -60.2% |
| 1Y | -59.6% | -72.9% | +13.2% | -56.8% |
| 3Y | -45.3% | -33.5% | -11.8% | -47.2% |
| 5Y | -50.4% | -90.5% | +40.1% | -50.5% |
| All | -48.7% | -62.6% | +14.0% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling