-9.3%
FLUT vs QSR
+135.2%
-144.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.4% | -4.0% | +4.5% | +1.2% |
| 30D | +2.5% | +2.8% | -0.2% | +2.1% |
| 3M | -9.2% | +5.1% | -14.3% | -10.0% |
| 6M | -8.2% | +8.8% | -17.0% | -9.6% |
| YTD | -53.2% | +14.8% | -68.1% | -54.4% |
| 1Y | -65.6% | +25.7% | -91.3% | -67.0% |
| 3Y | -43.6% | +27.5% | -71.1% | -46.3% |
| 5Y | -50.3% | +41.3% | -91.6% | -53.8% |
| All | -9.3% | +135.2% | -144.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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