+1,520.2%
QLD vs FDS
+132.8%
+1,387.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +2.8% |
| 7D | -1.2% | -2.1% | +1.0% | +0.2% |
| 30D | -15.7% | +16.0% | -31.7% | -24.8% |
| 3M | -10.0% | +18.8% | -28.8% | -22.6% |
| 6M | -11.2% | +54.1% | -65.3% | -41.8% |
| YTD | +16.4% | +17.0% | -0.6% | -7.6% |
| 1Y | +12.7% | +25.5% | -12.9% | -17.6% |
| 3Y | +152.3% | -23.3% | +175.6% | +184.5% |
| 5Y | +91.8% | -22.6% | +114.4% | +118.8% |
| 10Y | +1,520.2% | +130.2% | +1,390.0% | +645.4% |
| All | +1,520.2% | +132.8% | +1,387.5% | +645.4% |
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