+1,351.8%
QLD vs FDS
+135.4%
+1,216.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +5.0% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -26.1% | +20.2% | -46.3% | -35.8% |
| 3M | -17.8% | +19.9% | -37.6% | -29.8% |
| 6M | -15.6% | +56.2% | -71.7% | -45.6% |
| YTD | +5.4% | +14.6% | -9.2% | -15.1% |
| 1Y | +5.2% | +31.6% | -26.4% | -27.0% |
| 3Y | +139.4% | -23.8% | +163.3% | +169.7% |
| 5Y | +66.7% | -22.6% | +89.3% | +88.7% |
| All | +1,351.8% | +135.4% | +1,216.5% | +579.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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