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  • QLD vs FDS✓SelectedUSD · FDSQLD vs FDS performance historyLatest closeAs of+0.33%09/04
Stock and ETF performance explorer

QLD vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,127.5%
FDS return
+720.3%
Excess return
+8,407.1%
Maximum drawdown
-83.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+0.3%-3.5%+3.8%+3.3%
7D+0.6%-1.9%+2.5%+2.1%
30D-0.1%+9.0%-9.1%-7.9%
3M-8.4%+18.9%-27.2%-26.2%
6M+32.2%+35.1%-2.9%-9.8%
YTD+28.9%+5.5%+23.4%+6.8%
1Y+43.8%-16.8%+60.6%+43.3%
3Y+176.6%-28.1%+204.7%+211.1%
5Y+121.6%-17.4%+139.0%+123.0%
10Y+1,652.9%+85.4%+1,567.5%+712.8%
All+9,127.5%+720.3%+8,407.1%+939.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling