+62.6%
QLD vs FLUT
-52.8%
+115.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.4% | -14.2% | -13.2% |
| 7D | -18.6% | +4.8% | -23.3% | -20.2% |
| 30D | -28.3% | +8.8% | -37.1% | -31.0% |
| 3M | -20.4% | -10.7% | -9.7% | -18.7% |
| 6M | -14.3% | -19.7% | +5.4% | -11.0% |
| YTD | +2.8% | -61.4% | +64.2% | +43.1% |
| 1Y | -1.2% | -61.6% | +60.4% | +37.0% |
| 3Y | +135.3% | -51.4% | +186.7% | +188.4% |
| 5Y | +62.6% | -51.0% | +113.6% | +71.1% |
| All | +62.6% | -52.8% | +115.3% | +71.1% |
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