+65.0%
FERG vs QLD
+66.7%
-1.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.7% |
| 7D | -2.1% | -10.3% | +8.2% | +1.2% |
| 30D | +8.7% | -26.1% | +34.7% | +19.2% |
| 3M | -7.4% | -17.8% | +10.3% | -2.1% |
| 6M | -6.6% | -15.6% | +8.9% | -3.2% |
| YTD | +6.6% | +5.4% | +1.2% | +1.9% |
| 1Y | -3.6% | +5.2% | -8.8% | -7.9% |
| 3Y | +56.4% | +139.4% | -83.0% | +9.1% |
| All | +65.0% | +66.7% | -1.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling