+1,450.1%
QLD vs FITB
+231.2%
+1,218.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.8% | +0.5% | -4.3% | -3.8% |
| 30D | -20.5% | +7.0% | -27.6% | -23.5% |
| 3M | -14.6% | -4.4% | -10.3% | -12.5% |
| 6M | -14.7% | +11.6% | -26.2% | -20.4% |
| YTD | +11.2% | +18.6% | -7.4% | -0.7% |
| 1Y | +7.1% | +29.8% | -22.7% | -9.3% |
| 3Y | +141.1% | +140.7% | +0.4% | +42.5% |
| 5Y | +84.3% | +48.6% | +35.7% | +42.2% |
| 10Y | +1,450.1% | +224.4% | +1,225.7% | +716.5% |
| All | +1,450.1% | +231.2% | +1,218.8% | +716.5% |
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