+9,127.5%
QLD vs FITB
+175.3%
+8,952.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -0.1% | -4.7% | +4.6% | +1.6% |
| 3M | -8.4% | +6.7% | -15.0% | -10.7% |
| 6M | +32.2% | +12.6% | +19.7% | +26.0% |
| YTD | +28.9% | +19.1% | +9.8% | +19.9% |
| 1Y | +43.8% | +22.6% | +21.2% | +32.1% |
| 3Y | +176.6% | +127.1% | +49.5% | +102.6% |
| 5Y | +121.6% | +71.8% | +49.8% | +80.6% |
| 10Y | +1,652.9% | +287.2% | +1,365.7% | +937.9% |
| All | +9,127.5% | +175.3% | +8,952.2% | +6,146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling