+176.1%
QLD vs FFIV
+136.9%
+39.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +0.6% | -1.0% | +1.5% | +1.1% |
| 30D | -0.1% | -5.1% | +4.9% | +2.9% |
| 3M | -8.4% | -4.5% | -3.9% | -5.8% |
| 6M | +32.2% | +36.5% | -4.3% | +5.6% |
| YTD | +28.9% | +53.0% | -24.1% | -6.0% |
| 1Y | +43.8% | +24.2% | +19.6% | +20.6% |
| All | +176.1% | +136.9% | +39.2% | +52.8% |
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