+133.5%
QLD vs FFIV
+102.8%
+30.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.5% | -7.3% | -9.5% |
| 7D | -18.6% | -14.2% | -4.3% | -10.7% |
| 30D | -28.3% | -33.6% | +5.4% | -10.7% |
| 3M | -20.4% | -24.2% | +3.8% | -9.7% |
| 6M | -14.3% | -8.3% | -6.0% | -14.4% |
| YTD | +2.8% | +22.1% | -19.4% | -17.5% |
| 1Y | -1.2% | +26.5% | -27.7% | -23.0% |
| All | +133.5% | +102.8% | +30.7% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling