+176.1%
QLD vs FLR
+58.4%
+117.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.3% |
| 7D | +0.6% | +5.4% | -4.9% | -1.8% |
| 30D | -0.1% | +11.4% | -11.5% | -5.7% |
| 3M | -8.4% | +11.4% | -19.8% | -13.3% |
| 6M | +32.2% | +16.6% | +15.6% | +20.5% |
| YTD | +28.9% | +41.7% | -12.8% | +7.2% |
| 1Y | +43.8% | +35.4% | +8.4% | +21.3% |
| All | +176.1% | +58.4% | +117.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling