-44.6%
FLUT vs QSR
+25.0%
-69.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -3.6% | -4.7% | +1.1% | -2.1% |
| 30D | -0.3% | +4.3% | -4.7% | -1.5% |
| 3M | -12.6% | +5.4% | -18.1% | -13.9% |
| 6M | -8.0% | +8.2% | -16.1% | -9.8% |
| YTD | -54.1% | +14.1% | -68.2% | -55.7% |
| 1Y | -66.1% | +28.1% | -94.2% | -68.4% |
| All | -44.6% | +25.0% | -69.7% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling