+3.2%
QCOM vs FLUT
-63.4%
+66.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +5.5% | -1.5% | +7.0% | +5.6% |
| 30D | -1.1% | +3.4% | -4.5% | -1.3% |
| 3M | +7.6% | -12.5% | +20.1% | +8.0% |
| 6M | -20.1% | -18.5% | -1.6% | -19.5% |
| YTD | +3.0% | -61.6% | +64.7% | +24.5% |
| 1Y | +3.2% | -64.1% | +67.4% | +26.1% |
| All | +3.2% | -63.4% | +66.7% | +26.1% |
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 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