+1,910.4%
FTNT vs QLD
+1,536.4%
+374.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -1.0% | +1.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | -33.6% | -15.7% | -17.9% | -27.7% |
| 3M | -20.9% | -10.0% | -10.8% | -16.8% |
| 6M | +11.0% | -11.2% | +22.2% | +15.7% |
| YTD | +61.3% | +16.4% | +45.0% | +44.6% |
| 1Y | +53.1% | +12.7% | +40.4% | +39.2% |
| 3Y | +152.1% | +152.3% | -0.2% | +39.5% |
| 5Y | +90.1% | +91.8% | -1.6% | +15.3% |
| 10Y | +1,910.4% | +1,520.2% | +390.1% | +245.9% |
| All | +1,910.4% | +1,536.4% | +374.0% | +245.9% |
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