+1,315.8%
QLD vs FE
+108.3%
+1,207.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.6% |
| 7D | -18.6% | +0.6% | -19.1% | -18.8% |
| 30D | -28.3% | +6.4% | -34.7% | -30.9% |
| 3M | -20.4% | -0.5% | -19.9% | -20.5% |
| 6M | -14.3% | +4.7% | -19.0% | -17.5% |
| YTD | +2.8% | +8.4% | -5.6% | -3.6% |
| 1Y | -1.2% | +7.2% | -8.4% | -6.8% |
| 3Y | +135.3% | +44.9% | +90.4% | +77.8% |
| 5Y | +62.6% | +46.3% | +16.3% | +21.8% |
| All | +1,315.8% | +108.3% | +1,207.5% | +947.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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