+230.9%
QCOM vs FLUT
-26.1%
+256.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +5.8% | -6.5% | +12.3% | +6.7% |
| 30D | -2.3% | +2.8% | -5.1% | -3.0% |
| 3M | +2.7% | -13.5% | +16.2% | +4.3% |
| 6M | -21.0% | -19.0% | -2.0% | -19.7% |
| YTD | +1.8% | -61.9% | +63.7% | +16.9% |
| 1Y | +2.4% | -63.2% | +65.7% | +18.1% |
| 3Y | +52.1% | -46.0% | +98.2% | +65.1% |
| 5Y | +14.6% | -51.8% | +66.4% | +21.2% |
| 10Y | +230.9% | -26.1% | +256.9% | +269.5% |
| All | +230.9% | -26.1% | +256.9% | +269.5% |
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