+121.0%
QLD vs FE
+45.0%
+76.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.6% | +1.9% | -1.4% | -0.1% |
| 30D | -0.1% | -1.2% | +1.0% | +0.2% |
| 3M | -8.4% | +3.5% | -11.9% | -10.0% |
| 6M | +32.2% | -6.1% | +38.3% | +34.8% |
| YTD | +28.9% | +7.6% | +21.3% | +23.7% |
| 1Y | +43.8% | +11.9% | +31.9% | +35.1% |
| 3Y | +176.6% | +48.4% | +128.2% | +111.1% |
| All | +121.0% | +45.0% | +76.1% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling