+62.6%
QLD vs FICO
+84.1%
-21.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.6% | -13.0% |
| 7D | -18.6% | -0.3% | -18.3% | -18.6% |
| 30D | -28.3% | +1.7% | -30.0% | -29.9% |
| 3M | -20.4% | -35.2% | +14.8% | -10.4% |
| 6M | -14.3% | -33.7% | +19.4% | -9.3% |
| YTD | +2.8% | -58.2% | +60.9% | +35.1% |
| 1Y | -1.2% | -56.6% | +55.4% | +26.4% |
| 3Y | +135.3% | -24.0% | +159.3% | +80.2% |
| 5Y | +62.6% | +86.1% | -23.5% | -32.9% |
| All | +62.6% | +84.1% | -21.5% | -32.9% |
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