+8,329.0%
QLD vs FE
+116.1%
+8,212.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.4% | +1.7% | -11.1% | -10.5% |
| 30D | -17.1% | +8.1% | -25.2% | -21.6% |
| 3M | -10.4% | -1.3% | -9.1% | -10.1% |
| 6M | +0.7% | +2.9% | -2.2% | -2.8% |
| YTD | +17.7% | +8.6% | +9.2% | +8.8% |
| 1Y | +14.7% | +6.3% | +8.3% | +7.2% |
| 3Y | +169.6% | +45.1% | +124.5% | +93.2% |
| 5Y | +86.7% | +47.1% | +39.5% | +31.5% |
| 10Y | +1,600.8% | +110.6% | +1,490.1% | +764.9% |
| All | +8,329.0% | +116.1% | +8,212.9% | +3,775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling