+86.7%
QLD vs FICO
+81.8%
+4.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.0% |
| 7D | -9.4% | +0.4% | -9.8% | -9.6% |
| 30D | -17.1% | +1.7% | -18.7% | -18.9% |
| 3M | -10.4% | -33.0% | +22.6% | -0.7% |
| 6M | +0.7% | -33.9% | +34.6% | +6.7% |
| YTD | +17.7% | -58.5% | +76.3% | +55.4% |
| 1Y | +14.7% | -56.4% | +71.0% | +46.0% |
| 3Y | +169.6% | -24.7% | +194.3% | +107.3% |
| 5Y | +86.7% | +83.1% | +3.5% | -22.5% |
| All | +86.7% | +81.8% | +4.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling