+1,448.4%
QLD vs FLUT
-25.6%
+1,473.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | -20.5% | +3.4% | -24.0% | -21.5% |
| 3M | -14.6% | -12.5% | -2.2% | -12.9% |
| 6M | -14.7% | -18.5% | +3.8% | -12.7% |
| YTD | +11.2% | -61.6% | +72.8% | +37.0% |
| 1Y | +7.1% | -64.1% | +71.2% | +33.9% |
| 3Y | +141.1% | -44.5% | +185.6% | +172.3% |
| 5Y | +84.3% | -51.3% | +135.6% | +101.4% |
| All | +1,448.4% | -25.6% | +1,473.9% | +1,666.3% |
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