+7,256.1%
QLD vs FLUT
+479.1%
+6,777.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.4% | -14.2% | -12.9% |
| 7D | -18.6% | +4.8% | -23.3% | -19.2% |
| 30D | -28.3% | +8.8% | -37.1% | -29.4% |
| 3M | -20.4% | -10.7% | -9.7% | -19.6% |
| 6M | -14.3% | -19.7% | +5.4% | -12.8% |
| YTD | +2.8% | -61.4% | +64.2% | +16.3% |
| 1Y | -1.2% | -61.6% | +60.4% | +11.7% |
| 3Y | +135.3% | -51.4% | +186.7% | +157.8% |
| 5Y | +62.6% | -51.0% | +113.6% | +73.9% |
| 10Y | +1,384.3% | -25.2% | +1,409.5% | +1,431.6% |
| All | +7,256.1% | +479.1% | +6,777.1% | +6,132.2% |
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