+7,256.1%
QLD vs FITB
+170.4%
+7,085.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -11.9% |
| 7D | -18.6% | -1.8% | -16.7% | -17.9% |
| 30D | -28.3% | +4.8% | -33.1% | -29.5% |
| 3M | -20.4% | -6.4% | -14.0% | -18.5% |
| 6M | -14.3% | +7.9% | -22.2% | -17.0% |
| YTD | +2.8% | +17.0% | -14.2% | -3.8% |
| 1Y | -1.2% | +29.9% | -31.1% | -11.1% |
| 3Y | +135.3% | +124.8% | +10.5% | +73.4% |
| 5Y | +62.6% | +46.4% | +16.2% | +40.3% |
| 10Y | +1,384.3% | +258.1% | +1,126.2% | +801.4% |
| All | +7,256.1% | +170.4% | +7,085.8% | +4,911.3% |
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 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