+1,351.8%
QLD vs FITB
+247.4%
+1,104.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -10.3% | -1.5% | -8.7% | -9.4% |
| 30D | -26.1% | +5.8% | -31.9% | -28.4% |
| 3M | -17.8% | -6.1% | -11.6% | -14.9% |
| 6M | -15.6% | +5.9% | -21.5% | -19.0% |
| YTD | +5.4% | +16.1% | -10.7% | -4.7% |
| 1Y | +5.2% | +28.8% | -23.6% | -10.5% |
| 3Y | +139.4% | +126.0% | +13.4% | +46.9% |
| 5Y | +66.7% | +45.3% | +21.4% | +30.4% |
| All | +1,351.8% | +247.4% | +1,104.5% | +688.5% |
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