+51.8%
FTNT vs QLD
+13.1%
+38.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -25.7% | -9.4% | -16.3% | -22.5% |
| 30D | -29.7% | -17.1% | -12.7% | -24.5% |
| 3M | -23.1% | -10.4% | -12.7% | -19.7% |
| 6M | +45.0% | +0.7% | +44.3% | +44.0% |
| YTD | +62.9% | +17.7% | +45.2% | +52.5% |
| 1Y | +51.8% | +14.7% | +37.2% | +43.4% |
| All | +51.8% | +13.1% | +38.7% | +43.4% |
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 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