+440.7%
FERG vs QLD
+1,536.4%
-1,095.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.7% | +1.0% |
| 7D | +6.4% | -1.2% | +7.6% | +6.6% |
| 30D | +19.9% | -15.7% | +35.6% | +23.7% |
| 3M | +5.6% | -10.0% | +15.6% | +7.4% |
| 6M | +9.2% | -11.2% | +20.5% | +10.9% |
| YTD | +20.6% | +16.4% | +4.3% | +15.7% |
| 1Y | +5.7% | +12.7% | -7.0% | +2.0% |
| 3Y | +73.6% | +152.3% | -78.7% | +43.0% |
| 5Y | +86.2% | +91.8% | -5.6% | +49.7% |
| 10Y | +440.7% | +1,520.2% | -1,079.6% | +287.5% |
| All | +440.7% | +1,536.4% | -1,095.7% | +287.5% |
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