+2.3%
QCOM vs FLUT
-63.1%
+65.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.7% | +5.3% |
| 7D | -5.3% | +4.2% | -9.5% | -5.5% |
| 30D | -4.2% | +8.0% | -12.2% | -4.6% |
| 3M | +7.0% | -22.1% | +29.1% | +7.4% |
| 6M | +3.8% | -21.7% | +25.5% | +5.1% |
| YTD | +2.8% | -62.0% | +64.8% | +20.7% |
| 1Y | +2.3% | -63.2% | +65.5% | +20.3% |
| All | +2.3% | -63.1% | +65.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling