+245.8%
QCOM vs FLUT
-22.9%
+268.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.9% | +1.2% |
| 7D | +2.0% | +4.5% | -2.6% | +1.3% |
| 30D | +1.2% | +9.2% | -8.0% | -0.4% |
| 3M | +9.1% | -13.7% | +22.8% | +11.0% |
| 6M | -25.0% | -9.0% | -16.0% | -25.0% |
| YTD | +4.8% | -60.2% | +65.1% | +19.7% |
| 1Y | +3.6% | -63.1% | +66.7% | +19.5% |
| 3Y | +51.5% | -42.5% | +93.9% | +63.0% |
| 5Y | +19.7% | -47.6% | +67.3% | +25.6% |
| 10Y | +245.8% | -22.9% | +268.7% | +284.1% |
| All | +245.8% | -22.9% | +268.7% | +284.1% |
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