+1,631.1%
QLD vs FDS
+84.7%
+1,546.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +2.8% |
| 7D | +0.6% | -1.9% | +2.5% | +1.8% |
| 30D | -0.1% | +9.0% | -9.1% | -6.6% |
| 3M | -8.4% | +18.9% | -27.2% | -23.2% |
| 6M | +32.2% | +35.1% | -2.9% | -4.4% |
| YTD | +28.9% | +5.5% | +23.4% | +12.7% |
| 1Y | +43.8% | -16.8% | +60.6% | +51.6% |
| 3Y | +176.6% | -28.1% | +204.7% | +228.7% |
| 5Y | +121.6% | -17.4% | +139.0% | +134.3% |
| All | +1,631.1% | +84.7% | +1,546.4% | +843.2% |
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