+8,329.0%
QLD vs FHN
+8.5%
+8,320.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | -9.4% | +2.3% | -11.7% | -10.3% |
| 30D | -17.1% | +1.6% | -18.7% | -17.8% |
| 3M | -10.4% | -8.4% | -2.0% | -7.1% |
| 6M | +0.7% | -2.3% | +3.0% | +1.3% |
| YTD | +17.7% | +1.5% | +16.3% | +16.2% |
| 1Y | +14.7% | +15.0% | -0.3% | +6.9% |
| 3Y | +169.6% | +120.9% | +48.8% | +86.9% |
| 5Y | +86.7% | +64.0% | +22.6% | +34.5% |
| 10Y | +1,600.8% | +120.6% | +1,480.1% | +856.6% |
| All | +8,329.0% | +8.5% | +8,320.5% | +5,521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling