+48.8%
FTNT vs QLD
+9.9%
+39.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.7% | +0.4% |
| 7D | -3.0% | -1.4% | -1.5% | -2.6% |
| 30D | -37.1% | -19.6% | -17.5% | -31.8% |
| 3M | -23.3% | -14.1% | -9.1% | -18.7% |
| 6M | +7.4% | -13.6% | +21.0% | +12.7% |
| YTD | +54.2% | +12.5% | +41.7% | +47.6% |
| All | +48.8% | +9.9% | +39.0% | +43.9% |
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 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