+1,542.6%
QLD vs FHN
+80.9%
+1,461.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +12.5% | +1.3% | +11.2% | +12.0% |
| 30D | -15.7% | +2.8% | -18.5% | -16.6% |
| 3M | -11.9% | -8.9% | -3.0% | -8.5% |
| 6M | -10.3% | -0.7% | -9.6% | -10.3% |
| YTD | +15.6% | +0.1% | +15.5% | +15.0% |
| 1Y | +12.1% | +10.4% | +1.7% | +7.0% |
| 3Y | +150.7% | +128.8% | +21.8% | +79.0% |
| 5Y | +86.6% | +61.5% | +25.1% | +41.1% |
| All | +1,542.6% | +80.9% | +1,461.6% | +1,049.7% |
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