+133.5%
QLD vs FE
+44.7%
+88.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.6% | -12.7% |
| 7D | -18.6% | +0.6% | -19.1% | -18.5% |
| 30D | -28.3% | +6.4% | -34.7% | -27.8% |
| 3M | -20.4% | -0.5% | -19.9% | -20.3% |
| 6M | -14.3% | +4.7% | -19.0% | -13.9% |
| YTD | +2.8% | +8.4% | -5.6% | +3.2% |
| 1Y | -1.2% | +7.2% | -8.4% | -0.7% |
| All | +133.5% | +44.7% | +88.8% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling