+82.1%
QLD vs FFIV
+35.3%
+46.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -0.2% |
| 7D | +7.0% | -0.5% | +7.6% | +7.6% |
| 30D | -14.3% | -32.4% | +18.1% | +14.9% |
| 3M | -16.0% | -25.7% | +9.7% | +2.5% |
| 6M | -14.2% | -13.5% | -0.7% | -9.8% |
| YTD | +12.8% | +21.1% | -8.4% | -16.6% |
| 1Y | +14.1% | +29.4% | -15.4% | -21.5% |
| 3Y | +146.0% | +94.9% | +51.1% | -2.0% |
| All | +82.1% | +35.3% | +46.8% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling