+153.8%
QLD vs FANG
+27.8%
+126.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | -1.2% | -1.0% | -0.1% | -0.9% |
| 30D | -15.7% | -7.2% | -8.5% | -14.4% |
| 3M | -10.0% | -9.8% | -0.2% | -8.3% |
| 6M | -11.2% | -6.7% | -4.5% | -10.9% |
| YTD | +16.4% | +22.4% | -6.1% | +2.6% |
| 1Y | +12.7% | +25.1% | -12.4% | -2.0% |
| All | +153.8% | +27.8% | +126.0% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling