+57.0%
FTNT vs QLD
+10.7%
+46.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | +7.1% | +7.0% | 0.0% | +4.2% |
| 30D | -30.9% | -14.3% | -16.6% | -26.6% |
| 3M | -23.1% | -16.0% | -7.1% | -18.0% |
| 6M | +8.1% | -14.2% | +22.3% | +13.7% |
| YTD | +60.2% | +12.8% | +47.5% | +53.1% |
| 1Y | +57.0% | +14.1% | +42.9% | +49.4% |
| All | +57.0% | +10.7% | +46.3% | +49.4% |
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