+82.1%
QLD vs FDS
-23.2%
+105.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +7.0% | +1.5% | +5.5% | +6.4% |
| 30D | -14.3% | +14.8% | -29.1% | -19.9% |
| 3M | -16.0% | +16.3% | -32.3% | -22.6% |
| 6M | -14.2% | +66.2% | -80.5% | -38.3% |
| YTD | +12.8% | +16.2% | -3.5% | +2.2% |
| 1Y | +14.1% | +21.8% | -7.8% | -2.2% |
| 3Y | +146.0% | -23.9% | +169.8% | +217.5% |
| All | +82.1% | -23.2% | +105.3% | +137.6% |
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