+216.5%
QCOM vs FLUT
-26.3%
+242.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.1% | +5.7% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | -6.6% | +7.7% | -14.3% | -8.0% |
| 3M | +3.7% | -12.2% | +15.9% | +5.1% |
| 6M | -13.3% | -17.6% | +4.2% | -12.2% |
| YTD | -1.8% | -62.0% | +60.2% | +12.9% |
| 1Y | -2.5% | -62.3% | +59.8% | +11.9% |
| 3Y | +47.0% | -52.0% | +98.9% | +61.8% |
| 5Y | +13.1% | -51.8% | +64.9% | +19.6% |
| All | +216.5% | -26.3% | +242.8% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling