+1,627.6%
QLD vs FANG
+183.1%
+1,444.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.5% |
| 7D | -2.6% | +1.2% | -3.8% | -3.0% |
| 30D | -3.3% | +2.4% | -5.6% | -4.0% |
| 3M | +1.8% | +5.1% | -3.3% | -0.3% |
| 6M | +29.7% | +16.4% | +13.3% | +22.5% |
| YTD | +25.1% | +39.0% | -13.8% | +11.9% |
| 1Y | +37.1% | +50.6% | -13.5% | +19.4% |
| 3Y | +176.3% | +46.9% | +129.4% | +139.2% |
| 5Y | +121.0% | +238.2% | -117.3% | +50.7% |
| All | +1,627.6% | +183.1% | +1,444.5% | +1,038.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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