+84.3%
QLD vs FDS
-22.8%
+107.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | -2.0% | -1.8% | -3.1% |
| 30D | -20.5% | +13.5% | -34.1% | -25.4% |
| 3M | -14.6% | +15.2% | -29.8% | -21.1% |
| 6M | -14.7% | +47.0% | -61.7% | -34.0% |
| YTD | +11.2% | +13.9% | -2.7% | +1.6% |
| 1Y | +7.1% | +25.2% | -18.1% | -11.4% |
| 3Y | +141.1% | -25.3% | +166.4% | +213.1% |
| 5Y | +84.3% | -23.3% | +107.6% | +132.4% |
| All | +84.3% | -22.8% | +107.1% | +132.4% |
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 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