+494.6%
FERG vs QLD
+1,470.2%
-975.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +6.8% | +4.4% | +9.9% |
| 7D | +7.3% | -1.4% | +8.8% | +7.6% |
| 30D | +18.1% | -19.6% | +37.7% | +23.0% |
| 3M | +1.6% | -14.1% | +15.8% | +4.3% |
| 6M | +8.5% | -13.6% | +22.1% | +10.7% |
| YTD | +18.6% | +12.5% | +6.0% | +14.6% |
| 1Y | +5.7% | +13.1% | -7.4% | +2.0% |
| 3Y | +74.0% | +154.7% | -80.7% | +43.7% |
| 5Y | +83.9% | +81.1% | +2.8% | +49.3% |
| 10Y | +494.6% | +1,418.0% | -923.4% | +429.7% |
| All | +494.6% | +1,470.2% | -975.7% | +429.7% |
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