+12.9%
TQQQ vs FLUT
-63.1%
+76.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.9% |
| 7D | -14.0% | +4.2% | -18.1% | -14.2% |
| 30D | -25.1% | +8.0% | -33.1% | -25.6% |
| 3M | -16.7% | -22.1% | +5.4% | -14.8% |
| 6M | -3.7% | -21.7% | +18.0% | -2.3% |
| YTD | +18.8% | -62.0% | +80.7% | +49.8% |
| 1Y | +12.9% | -63.2% | +76.1% | +43.9% |
| All | +12.9% | -63.1% | +76.0% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling