+1,418.0%
QLD vs FITB
+247.7%
+1,170.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.4% |
| 7D | -1.4% | -1.1% | -0.3% | -0.6% |
| 30D | -19.6% | +7.3% | -26.9% | -22.7% |
| 3M | -14.1% | -4.0% | -10.1% | -12.2% |
| 6M | -13.6% | +11.9% | -25.5% | -19.6% |
| YTD | +12.5% | +19.0% | -6.4% | +0.4% |
| 1Y | +13.1% | +31.0% | -17.9% | -4.7% |
| 3Y | +154.7% | +143.8% | +10.9% | +49.7% |
| 5Y | +81.1% | +48.9% | +32.2% | +39.7% |
| 10Y | +1,418.0% | +236.6% | +1,181.4% | +721.3% |
| All | +1,418.0% | +247.7% | +1,170.3% | +721.3% |
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