+48.9%
QCOM vs FLUT
-44.6%
+93.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.5% | -1.5% | +7.0% | +5.8% |
| 30D | -1.1% | +3.4% | -4.5% | -2.2% |
| 3M | +7.6% | -12.5% | +20.1% | +9.7% |
| 6M | -20.1% | -18.5% | -1.6% | -18.5% |
| YTD | +3.0% | -61.6% | +64.7% | +32.4% |
| 1Y | +3.2% | -64.1% | +67.4% | +34.8% |
| 3Y | +48.9% | -44.5% | +93.3% | +73.6% |
| All | +48.9% | -44.6% | +93.5% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling