-1.2%
QLD vs FICO
-55.7%
+54.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.6% | -12.7% |
| 7D | -18.6% | -0.3% | -18.3% | -18.6% |
| 30D | -28.3% | +1.7% | -30.0% | -28.3% |
| 3M | -20.4% | -35.2% | +14.8% | -20.9% |
| 6M | -14.3% | -33.7% | +19.4% | -17.0% |
| YTD | +2.8% | -58.2% | +60.9% | +5.6% |
| 1Y | -1.2% | -56.6% | +55.4% | +1.4% |
| All | -1.2% | -55.7% | +54.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling