+1,351.8%
QLD vs FE
+107.4%
+1,244.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.8% |
| 7D | -10.3% | 0.0% | -10.2% | -10.3% |
| 30D | -26.1% | +5.2% | -31.2% | -28.3% |
| 3M | -17.8% | 0.0% | -17.7% | -18.1% |
| 6M | -15.6% | +5.0% | -20.6% | -18.8% |
| YTD | +5.4% | +7.9% | -2.5% | -0.9% |
| 1Y | +5.2% | +6.3% | -1.1% | -0.3% |
| 3Y | +139.4% | +46.0% | +93.4% | +79.9% |
| 5Y | +66.7% | +45.6% | +21.1% | +25.1% |
| All | +1,351.8% | +107.4% | +1,244.5% | +976.2% |
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