-84.0%
FIG vs QLD
+14.1%
-98.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -12.7% | -3.9% | -12.7% |
| 7D | -17.4% | -18.6% | +1.2% | -12.0% |
| 30D | -15.9% | -28.3% | +12.4% | -7.8% |
| 3M | -34.5% | -20.4% | -14.1% | -30.1% |
| 6M | -5.0% | -14.3% | +9.2% | -6.1% |
| YTD | -50.7% | +2.8% | -53.4% | -56.4% |
| 1Y | -58.1% | -1.2% | -56.9% | -62.1% |
| All | -84.0% | +14.1% | -98.1% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling