+9,127.5%
QLD vs FICO
+2,579.5%
+6,548.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +11.1% |
| 7D | +0.6% | -19.2% | +19.8% | +13.6% |
| 30D | -0.1% | -14.6% | +14.5% | +8.1% |
| 3M | -8.4% | -20.1% | +11.7% | -1.6% |
| 6M | +32.2% | -36.3% | +68.5% | +57.5% |
| YTD | +28.9% | -44.9% | +73.8% | +67.4% |
| 1Y | +43.8% | -38.6% | +82.5% | +65.7% |
| 3Y | +176.6% | +4.0% | +172.6% | +99.9% |
| 5Y | +121.6% | +99.5% | +22.0% | -3.6% |
| 10Y | +1,652.9% | +604.7% | +1,048.2% | +220.4% |
| All | +9,127.5% | +2,579.5% | +6,548.0% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling