+7,256.1%
QLD vs FDX
+341.3%
+6,914.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.8% | -8.9% | -9.7% |
| 7D | -18.6% | +2.9% | -21.5% | -20.3% |
| 30D | -28.3% | +9.6% | -37.9% | -33.4% |
| 3M | -20.4% | +2.4% | -22.7% | -22.5% |
| 6M | -14.3% | +9.2% | -23.5% | -21.1% |
| YTD | +2.8% | +37.7% | -34.9% | -23.2% |
| 1Y | -1.2% | +56.1% | -57.3% | -33.8% |
| 3Y | +135.3% | +68.9% | +66.4% | +36.6% |
| 5Y | +62.6% | +79.0% | -16.4% | -13.2% |
| 10Y | +1,384.3% | +163.9% | +1,220.4% | +403.7% |
| All | +7,256.1% | +341.3% | +6,914.8% | +1,405.7% |
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