+121.0%
QLD vs FLUT
-50.4%
+171.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -0.1% | +7.7% | -7.9% | -3.4% |
| 3M | -8.4% | -0.7% | -7.6% | -10.2% |
| 6M | +32.2% | -11.2% | +43.4% | +34.2% |
| YTD | +28.9% | -53.4% | +82.3% | +69.2% |
| 1Y | +43.8% | -65.8% | +109.6% | +113.3% |
| 3Y | +176.6% | -44.9% | +221.5% | +227.4% |
| All | +121.0% | -50.4% | +171.4% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling