+424.2%
FERG vs QLD
+1,468.8%
-1,044.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.1% |
| 7D | +9.7% | +7.0% | +2.7% | +8.3% |
| 30D | +15.0% | -14.3% | +29.4% | +18.3% |
| 3M | +3.8% | -16.0% | +19.8% | +7.0% |
| 6M | +10.6% | -14.2% | +24.9% | +13.1% |
| YTD | +17.0% | +12.8% | +4.2% | +12.9% |
| 1Y | +7.1% | +14.1% | -7.0% | +3.1% |
| 3Y | +67.7% | +146.0% | -78.2% | +38.9% |
| 5Y | +76.4% | +82.0% | -5.6% | +42.9% |
| All | +424.2% | +1,468.8% | -1,044.6% | +276.4% |
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