-83.6%
FIG vs QLD
+29.2%
-112.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.3% |
| 7D | -14.3% | -1.2% | -13.1% | -13.7% |
| 30D | -13.6% | -15.7% | +2.1% | -9.8% |
| 3M | -23.7% | -10.0% | -13.7% | -21.8% |
| 6M | -5.4% | -11.2% | +5.8% | -4.8% |
| YTD | -49.2% | +16.4% | -65.6% | -56.9% |
| 1Y | -57.4% | +12.7% | -70.0% | -63.1% |
| All | -83.6% | +29.2% | -112.7% | -85.8% |
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