+154.7%
QLD vs FHN
+129.2%
+25.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.6% |
| 7D | -1.4% | -0.5% | -1.0% | -1.0% |
| 30D | -19.6% | +1.9% | -21.5% | -20.3% |
| 3M | -14.1% | -6.9% | -7.2% | -10.7% |
| 6M | -13.6% | -3.1% | -10.6% | -12.6% |
| YTD | +12.5% | +0.6% | +12.0% | +10.9% |
| 1Y | +13.1% | +12.4% | +0.8% | +4.3% |
| 3Y | +154.7% | +133.7% | +21.0% | +80.1% |
| All | +154.7% | +129.2% | +25.5% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling