+242.0%
TQQQ vs FLUT
-43.3%
+285.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -3.9% | -3.6% | -0.3% | -2.4% |
| 30D | -5.3% | -0.3% | -4.9% | -5.7% |
| 3M | +0.1% | -12.6% | +12.8% | +4.1% |
| 6M | +40.7% | -8.0% | +48.6% | +40.4% |
| YTD | +31.8% | -54.1% | +85.9% | +97.2% |
| 1Y | +48.2% | -66.1% | +114.3% | +166.9% |
| All | +242.0% | -43.3% | +285.3% | +351.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling