+122.5%
QLD vs FANG
+238.1%
-115.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -1.8% | +2.4% | -4.2% | -2.6% |
| 3M | -0.1% | +4.9% | -5.0% | -2.4% |
| 6M | +32.6% | +12.0% | +20.5% | +25.1% |
| YTD | +27.9% | +37.1% | -9.2% | +11.4% |
| 1Y | +40.3% | +52.3% | -12.0% | +16.5% |
| 3Y | +182.5% | +45.0% | +137.5% | +132.9% |
| 5Y | +122.5% | +231.0% | -108.5% | +47.5% |
| All | +122.5% | +238.1% | -115.6% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling