+5.2%
QLD vs FDS
+29.3%
-24.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.1% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -26.1% | +20.2% | -46.3% | -24.4% |
| 3M | -17.8% | +19.9% | -37.6% | -15.7% |
| 6M | -15.6% | +56.2% | -71.7% | -12.0% |
| YTD | +5.4% | +14.6% | -9.2% | +9.5% |
| 1Y | +5.2% | +31.6% | -26.4% | +15.4% |
| All | +5.2% | +29.3% | -24.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling