+62.6%
QLD vs FDS
-19.3%
+81.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -12.5% |
| 7D | -18.6% | +6.4% | -24.9% | -20.8% |
| 30D | -28.3% | +25.2% | -53.5% | -35.4% |
| 3M | -20.4% | +22.9% | -43.3% | -28.4% |
| 6M | -14.3% | +56.5% | -70.8% | -35.8% |
| YTD | +2.8% | +19.0% | -16.2% | -7.7% |
| 1Y | -1.2% | +32.7% | -33.9% | -20.8% |
| 3Y | +135.3% | -20.4% | +155.7% | +193.0% |
| 5Y | +62.6% | -19.6% | +82.2% | +101.0% |
| All | +62.6% | -19.3% | +81.8% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling