+14.7%
QLD vs FITB
+36.9%
-22.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | -9.4% | +2.3% | -11.7% | -10.0% |
| 30D | -17.1% | +7.7% | -24.8% | -19.0% |
| 3M | -10.4% | -4.5% | -5.9% | -9.3% |
| 6M | +0.7% | +12.5% | -11.7% | -3.5% |
| YTD | +17.7% | +19.8% | -2.0% | +7.5% |
| 1Y | +14.7% | +34.1% | -19.5% | -1.9% |
| All | +14.7% | +36.9% | -22.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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