+1,631.1%
QLD vs FFIV
+214.3%
+1,416.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.7% |
| 7D | +0.6% | -1.0% | +1.5% | +1.3% |
| 30D | -0.1% | -5.1% | +4.9% | +3.7% |
| 3M | -8.4% | -4.5% | -3.9% | -5.3% |
| 6M | +32.2% | +36.5% | -4.3% | -1.2% |
| YTD | +28.9% | +53.0% | -24.1% | -14.1% |
| 1Y | +43.8% | +24.2% | +19.6% | +12.5% |
| 3Y | +176.6% | +137.2% | +39.4% | +18.6% |
| 5Y | +121.6% | +91.8% | +29.8% | +18.1% |
| All | +1,631.1% | +214.3% | +1,416.8% | +584.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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