+184.2%
QLD vs FANG
+42.8%
+141.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +3.0% | -1.7% | +4.7% | +3.4% |
| 30D | -1.8% | +6.8% | -8.6% | -3.7% |
| 3M | -1.8% | +1.3% | -3.1% | -2.7% |
| 6M | +36.9% | +11.8% | +25.1% | +29.3% |
| YTD | +28.7% | +35.1% | -6.4% | +11.9% |
| 1Y | +41.9% | +48.9% | -7.0% | +17.1% |
| 3Y | +184.2% | +42.8% | +141.4% | +142.1% |
| All | +184.2% | +42.8% | +141.5% | +142.1% |
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