+1,656.7%
QCOM vs FLUT
+1,685.4%
-28.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.4% | -10.9% | -9.6% |
| 7D | -15.5% | +4.8% | -20.2% | -15.8% |
| 30D | -13.4% | +8.8% | -22.2% | -14.1% |
| 3M | 0.0% | -10.7% | +10.7% | +0.6% |
| 6M | -15.2% | -19.7% | +4.5% | -14.4% |
| YTD | -6.9% | -61.4% | +54.5% | -0.7% |
| 1Y | -11.0% | -61.6% | +50.7% | -5.1% |
| 3Y | +39.8% | -51.4% | +91.2% | +46.4% |
| 5Y | +7.2% | -51.0% | +58.2% | +10.7% |
| 10Y | +207.7% | -25.2% | +232.9% | +212.6% |
| All | +1,656.7% | +1,685.4% | -28.8% | +1,643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling