+9,127.5%
QLD vs FDX
+347.5%
+8,780.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +0.6% | -2.5% | +3.1% | +2.6% |
| 30D | -0.1% | +3.8% | -3.9% | -3.4% |
| 3M | -8.4% | -1.3% | -7.1% | -7.8% |
| 6M | +32.2% | +5.0% | +27.2% | +25.0% |
| YTD | +28.9% | +39.6% | -10.7% | -4.2% |
| 1Y | +43.8% | +81.1% | -37.3% | -14.2% |
| 3Y | +176.6% | +63.0% | +113.6% | +66.2% |
| 5Y | +121.6% | +65.6% | +56.0% | +26.5% |
| 10Y | +1,652.9% | +183.4% | +1,469.6% | +458.7% |
| All | +9,127.5% | +347.5% | +8,780.0% | +1,777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling