+1,351.8%
QLD vs FFIV
+126.1%
+1,225.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -10.3% | -8.1% | -2.1% | -3.4% |
| 30D | -26.1% | -33.4% | +7.3% | +0.3% |
| 3M | -17.8% | -24.7% | +7.0% | -0.7% |
| 6M | -15.6% | -8.8% | -6.7% | -14.1% |
| YTD | +5.4% | +21.8% | -16.4% | -19.3% |
| 1Y | +5.2% | +25.3% | -20.1% | -21.9% |
| 3Y | +139.4% | +101.2% | +38.3% | +10.0% |
| 5Y | +66.7% | +40.2% | +26.5% | +9.3% |
| All | +1,351.8% | +126.1% | +1,225.8% | +506.5% |
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