+1,502.1%
QLD vs FITB
+212.2%
+1,290.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +7.0% | +2.8% | +4.3% | +5.4% |
| 30D | -14.3% | +9.8% | -24.1% | -18.7% |
| 3M | -16.0% | -5.2% | -10.8% | -13.5% |
| 6M | -14.2% | +17.3% | -31.6% | -22.3% |
| YTD | +12.8% | +19.3% | -6.5% | +0.4% |
| 1Y | +14.1% | +32.7% | -18.6% | -4.7% |
| 3Y | +146.0% | +141.6% | +4.4% | +44.8% |
| 5Y | +82.0% | +48.9% | +33.2% | +40.1% |
| All | +1,502.1% | +212.2% | +1,290.0% | +717.6% |
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