+1,542.6%
QLD vs FITB
+208.7%
+1,333.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +12.5% | +0.8% | +11.7% | +12.0% |
| 30D | -15.7% | +7.3% | -23.0% | -19.0% |
| 3M | -11.9% | -6.3% | -5.6% | -8.7% |
| 6M | -10.3% | +12.6% | -22.8% | -16.8% |
| YTD | +15.6% | +18.0% | -2.4% | +3.6% |
| 1Y | +12.1% | +28.9% | -16.8% | -4.7% |
| 3Y | +150.7% | +139.4% | +11.3% | +48.4% |
| 5Y | +86.6% | +47.2% | +39.4% | +44.6% |
| All | +1,542.6% | +208.7% | +1,333.8% | +743.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling