+44.5%
FLUT vs QSR
+211.0%
-166.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | +6.3% | +5.9% | +0.4% | +5.3% |
| 3M | -4.0% | +10.5% | -14.5% | -5.6% |
| 6M | -10.3% | +7.7% | -18.0% | -11.4% |
| YTD | -53.2% | +16.8% | -70.0% | -54.4% |
| 1Y | -65.0% | +30.9% | -95.9% | -66.6% |
| 3Y | -43.9% | +28.2% | -72.1% | -46.5% |
| 5Y | -49.2% | +45.0% | -94.2% | -52.7% |
| 10Y | -9.2% | +127.3% | -136.5% | -18.6% |
| All | +44.5% | +211.0% | -166.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling