+1,910.4%
FTNT vs QLD
+1,468.8%
+441.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.5% |
| 7D | +7.1% | +7.0% | 0.0% | +3.3% |
| 30D | -30.9% | -14.3% | -16.6% | -25.3% |
| 3M | -23.1% | -16.0% | -7.1% | -16.3% |
| 6M | +8.1% | -14.2% | +22.3% | +14.7% |
| YTD | +60.2% | +12.8% | +47.5% | +45.9% |
| 1Y | +57.0% | +14.1% | +42.9% | +41.8% |
| 3Y | +152.9% | +146.0% | +7.0% | +41.8% |
| 5Y | +85.9% | +82.0% | +3.9% | +15.9% |
| All | +1,910.4% | +1,468.8% | +441.6% | +242.4% |
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 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