+1,520.2%
QLD vs FHN
+90.7%
+1,429.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.7% |
| 7D | -1.2% | -0.9% | -0.3% | -0.7% |
| 30D | -15.7% | +2.0% | -17.7% | -16.3% |
| 3M | -10.0% | -6.8% | -3.2% | -7.4% |
| 6M | -11.2% | -0.8% | -10.5% | -11.2% |
| YTD | +16.4% | +0.6% | +15.8% | +15.5% |
| 1Y | +12.7% | +11.5% | +1.1% | +7.1% |
| 3Y | +152.3% | +130.0% | +22.3% | +79.8% |
| 5Y | +91.8% | +60.8% | +31.0% | +45.3% |
| 10Y | +1,520.2% | +84.0% | +1,436.3% | +1,035.5% |
| All | +1,520.2% | +90.7% | +1,429.6% | +1,035.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling