+1,520.2%
QLD vs FDX
+156.7%
+1,363.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.7% | +4.0% |
| 7D | -1.2% | -2.1% | +0.9% | +0.5% |
| 30D | -15.7% | +10.4% | -26.1% | -21.3% |
| 3M | -10.0% | +0.5% | -10.5% | -10.8% |
| 6M | -11.2% | +6.5% | -17.7% | -15.7% |
| YTD | +16.4% | +40.2% | -23.9% | -10.3% |
| 1Y | +12.7% | +52.1% | -39.4% | -18.1% |
| 3Y | +152.3% | +72.8% | +79.5% | +55.9% |
| 5Y | +91.8% | +76.3% | +15.5% | +14.0% |
| 10Y | +1,520.2% | +155.7% | +1,364.5% | +627.4% |
| All | +1,520.2% | +156.7% | +1,363.5% | +627.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling