+139.4%
QLD vs FHN
+114.0%
+25.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -10.3% | -1.0% | -9.3% | -9.6% |
| 30D | -26.1% | +0.2% | -26.3% | -26.1% |
| 3M | -17.8% | -9.0% | -8.8% | -13.4% |
| 6M | -15.6% | -6.8% | -8.7% | -12.6% |
| YTD | +5.4% | -1.5% | +6.9% | +5.1% |
| 1Y | +5.2% | +10.9% | -5.7% | -2.3% |
| 3Y | +139.4% | +119.4% | +20.1% | +73.7% |
| All | +139.4% | +114.0% | +25.4% | +73.7% |
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 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