+4,425.7%
QLD vs FANG
+1,273.9%
+3,151.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +7.0% | +4.0% | +3.0% | +5.9% |
| 30D | -14.3% | -5.8% | -8.6% | -13.2% |
| 3M | -16.0% | -6.7% | -9.3% | -15.0% |
| 6M | -14.2% | -6.4% | -7.8% | -13.9% |
| YTD | +12.8% | +25.9% | -13.2% | +2.9% |
| 1Y | +14.1% | +31.1% | -17.1% | +2.7% |
| 3Y | +146.0% | +31.3% | +114.6% | +118.5% |
| 5Y | +82.0% | +108.3% | -26.3% | +39.7% |
| 10Y | +1,470.1% | +156.4% | +1,313.8% | +866.8% |
| All | +4,425.7% | +1,273.9% | +3,151.8% | +1,586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling