+1,828.7%
FTNT vs QLD
+1,470.2%
+358.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | -0.4% |
| 7D | -3.0% | -1.4% | -1.5% | -2.7% |
| 30D | -37.1% | -19.6% | -17.5% | -29.8% |
| 3M | -23.3% | -14.1% | -9.1% | -17.4% |
| 6M | +7.4% | -13.6% | +21.0% | +13.5% |
| YTD | +54.2% | +12.5% | +41.7% | +40.6% |
| 1Y | +49.7% | +13.1% | +36.6% | +35.7% |
| 3Y | +146.6% | +154.7% | -8.1% | +35.6% |
| 5Y | +75.4% | +81.1% | -5.7% | +9.7% |
| 10Y | +1,828.7% | +1,418.0% | +410.7% | +250.2% |
| All | +1,828.7% | +1,470.2% | +358.4% | +250.2% |
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