+143.2%
FTNT vs QLD
+149.5%
-6.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -3.5% | -3.8% | +0.2% | -2.3% |
| 30D | -36.5% | -20.5% | -16.0% | -30.5% |
| 3M | -24.7% | -14.6% | -10.1% | -19.9% |
| 6M | +8.3% | -14.7% | +23.0% | +14.1% |
| YTD | +55.6% | +11.2% | +44.4% | +46.4% |
| 1Y | +50.2% | +7.1% | +43.1% | +43.2% |
| 3Y | +143.2% | +141.1% | +2.1% | +64.0% |
| All | +143.2% | +149.5% | -6.4% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling