+3,930.3%
QQQ vs FLUT
+1,739.7%
+2,190.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.1% |
| 7D | -0.2% | +4.5% | -4.8% | -0.5% |
| 30D | -7.5% | +9.2% | -16.7% | -8.0% |
| 3M | -3.8% | -13.7% | +9.9% | -3.2% |
| 6M | -3.0% | -9.0% | +6.0% | -2.9% |
| YTD | +12.8% | -60.2% | +73.0% | +18.3% |
| 1Y | +11.6% | -63.1% | +74.7% | +17.5% |
| 3Y | +85.6% | -42.5% | +128.0% | +90.6% |
| 5Y | +82.1% | -47.6% | +129.7% | +85.6% |
| 10Y | +538.0% | -22.9% | +560.9% | +542.8% |
| All | +3,930.3% | +1,739.7% | +2,190.6% | +3,957.8% |
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