+62.6%
QLD vs FFIV
+39.3%
+23.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.5% | -7.3% | -8.2% |
| 7D | -18.6% | -14.2% | -4.3% | -7.2% |
| 30D | -28.3% | -33.6% | +5.4% | -2.4% |
| 3M | -20.4% | -24.2% | +3.8% | -5.0% |
| 6M | -14.3% | -8.3% | -6.0% | -14.6% |
| YTD | +2.8% | +22.1% | -19.4% | -24.6% |
| 1Y | -1.2% | +26.5% | -27.7% | -30.4% |
| 3Y | +135.3% | +102.3% | +33.0% | -10.1% |
| 5Y | +62.6% | +40.6% | +21.9% | -8.5% |
| All | +62.6% | +39.3% | +23.3% | -8.5% |
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 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