+7,256.1%
QLD vs FFIV
+1,178.4%
+6,077.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.5% | -7.3% | -9.3% |
| 7D | -18.6% | -14.2% | -4.3% | -10.0% |
| 30D | -28.3% | -33.6% | +5.4% | -9.1% |
| 3M | -20.4% | -24.2% | +3.8% | -7.9% |
| 6M | -14.3% | -8.3% | -6.0% | -12.2% |
| YTD | +2.8% | +22.1% | -19.4% | -13.4% |
| 1Y | -1.2% | +26.5% | -27.7% | -18.9% |
| 3Y | +135.3% | +102.3% | +33.0% | +43.1% |
| 5Y | +62.6% | +40.6% | +21.9% | +28.9% |
| 10Y | +1,384.3% | +129.7% | +1,254.6% | +795.1% |
| All | +7,256.1% | +1,178.4% | +6,077.7% | +1,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling