+153.2%
QQQM vs FLUT
-39.2%
+192.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | +3.8% | -2.3% | +0.8% |
| 30D | -0.7% | +6.3% | -6.9% | -2.0% |
| 3M | +0.4% | -4.0% | +4.5% | +0.3% |
| 6M | +20.1% | -10.3% | +30.3% | +21.0% |
| YTD | +17.2% | -53.2% | +70.4% | +33.7% |
| 1Y | +24.7% | -65.0% | +89.8% | +50.2% |
| 3Y | +96.6% | -43.9% | +140.5% | +111.3% |
| 5Y | +95.0% | -49.2% | +144.3% | +100.5% |
| All | +153.2% | -39.2% | +192.4% | +147.2% |
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