+4,092.8%
QQQ vs FLUT
+2,054.3%
+2,038.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +0.2% | +7.7% | -7.5% | -0.3% |
| 3M | -2.8% | -0.7% | -2.1% | -3.0% |
| 6M | +18.0% | -11.2% | +29.2% | +18.4% |
| YTD | +17.3% | -53.4% | +70.8% | +22.2% |
| 1Y | +25.6% | -65.8% | +91.3% | +33.0% |
| 3Y | +93.7% | -44.9% | +138.7% | +99.1% |
| 5Y | +94.2% | -49.7% | +143.8% | +97.2% |
| 10Y | +557.9% | -9.7% | +567.6% | +557.7% |
| All | +4,092.8% | +2,054.3% | +2,038.5% | +4,088.8% |
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