+54.3%
QCOM vs FLUT
-44.8%
+99.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +3.3% | -1.6% | +5.0% | +3.6% |
| 30D | +7.7% | +7.7% | -0.1% | +5.9% |
| 3M | -30.1% | -0.7% | -29.3% | -30.7% |
| 6M | +22.8% | -11.2% | +34.0% | +24.5% |
| YTD | +0.2% | -53.4% | +53.6% | +22.1% |
| 1Y | +7.9% | -65.8% | +73.6% | +42.9% |
| All | +54.3% | -44.8% | +99.1% | +70.8% |
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