+133.5%
QLD vs FLUT
-51.2%
+184.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.4% | -14.2% | -13.1% |
| 7D | -18.6% | +4.8% | -23.3% | -19.9% |
| 30D | -28.3% | +8.8% | -37.1% | -30.4% |
| 3M | -20.4% | -10.7% | -9.7% | -18.9% |
| 6M | -14.3% | -19.7% | +5.4% | -11.5% |
| YTD | +2.8% | -61.4% | +64.2% | +42.2% |
| 1Y | -1.2% | -61.6% | +60.4% | +36.1% |
| All | +133.5% | -51.2% | +184.7% | +205.3% |
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 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