+363.2%
FERG vs QLD
+1,628.0%
-1,264.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -10.2% | -0.1% | -10.0% | -10.2% |
| 3M | -0.6% | -8.4% | +7.8% | +0.6% |
| 6M | -6.5% | +32.2% | -38.7% | -12.1% |
| YTD | +4.2% | +28.9% | -24.7% | -1.6% |
| 1Y | -2.3% | +43.8% | -46.1% | -9.7% |
| 3Y | +48.5% | +176.6% | -128.1% | +20.9% |
| 5Y | +72.0% | +121.6% | -49.5% | +36.2% |
| All | +363.2% | +1,628.0% | -1,264.8% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling