+3,869.1%
QQQ vs FLUT
+1,645.8%
+2,223.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +3.6% | -0.7% | +4.3% | +3.7% |
| 30D | -6.7% | +9.3% | -16.0% | -7.3% |
| 3M | -7.0% | -17.5% | +10.5% | -6.2% |
| 6M | -4.7% | -14.6% | +9.9% | -4.2% |
| YTD | +11.1% | -62.3% | +73.3% | +16.9% |
| 1Y | +12.3% | -59.6% | +71.9% | +17.7% |
| 3Y | +83.3% | -45.3% | +128.6% | +88.8% |
| 5Y | +77.5% | -50.4% | +127.9% | +81.4% |
| 10Y | +528.3% | -26.8% | +555.1% | +534.9% |
| All | +3,869.1% | +1,645.8% | +2,223.2% | +3,907.9% |
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