-51.7%
FIG vs QLD
+13.1%
-64.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.9% |
| 7D | -4.7% | -9.4% | +4.7% | -3.1% |
| 30D | +0.5% | -17.1% | +17.6% | +3.6% |
| 3M | -18.4% | -10.4% | -8.0% | -17.2% |
| 6M | +10.9% | +0.7% | +10.1% | +3.3% |
| YTD | -40.8% | +17.7% | -58.5% | -49.1% |
| 1Y | -51.7% | +14.7% | -66.4% | -57.6% |
| All | -51.7% | +13.1% | -64.8% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling