+7,050.4%
FTNT vs QLD
+8,551.9%
-1,501.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -4.3% |
| 7D | -12.7% | -10.3% | -2.4% | -7.8% |
| 30D | -37.2% | -26.1% | -11.2% | -26.5% |
| 3M | -25.8% | -17.8% | -8.0% | -18.1% |
| 6M | +32.1% | -15.6% | +47.7% | +41.6% |
| YTD | +49.7% | +5.4% | +44.3% | +41.0% |
| 1Y | +47.6% | +5.2% | +42.3% | +38.6% |
| 3Y | +137.2% | +139.4% | -2.2% | +33.3% |
| 5Y | +74.2% | +66.7% | +7.4% | +12.9% |
| 10Y | +1,824.2% | +1,422.1% | +402.1% | +224.5% |
| All | +7,050.4% | +8,551.9% | -1,501.4% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling