-1.2%
QLD vs FE
+6.0%
-7.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.8% |
| 7D | -18.6% | +0.6% | -19.1% | -18.3% |
| 30D | -28.3% | +6.4% | -34.7% | -26.4% |
| 3M | -20.4% | -0.5% | -19.9% | -20.4% |
| 6M | -14.3% | +4.7% | -19.0% | -12.5% |
| YTD | +2.8% | +8.4% | -5.6% | +6.6% |
| 1Y | -1.2% | +7.2% | -8.4% | +3.1% |
| All | -1.2% | +6.0% | -7.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling