+167.6%
QLD vs FICO
-24.7%
+192.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | -9.4% | +0.4% | -9.8% | -9.5% |
| 30D | -17.1% | +1.7% | -18.7% | -18.0% |
| 3M | -10.4% | -33.0% | +22.6% | -5.2% |
| 6M | +0.7% | -33.9% | +34.6% | +3.2% |
| YTD | +17.7% | -58.5% | +76.3% | +40.9% |
| 1Y | +14.7% | -56.4% | +71.0% | +33.8% |
| All | +167.6% | -24.7% | +192.2% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling