+139.4%
QLD vs FLR
+27.4%
+112.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.1% |
| 7D | -10.3% | -0.8% | -9.5% | -9.7% |
| 30D | -26.1% | -9.1% | -16.9% | -22.7% |
| 3M | -17.8% | -4.7% | -13.1% | -16.9% |
| 6M | -15.6% | -14.2% | -1.3% | -11.5% |
| YTD | +5.4% | +17.3% | -11.9% | -4.9% |
| 1Y | +5.2% | +4.3% | +1.0% | 0.0% |
| 3Y | +139.4% | +30.7% | +108.7% | +84.0% |
| All | +139.4% | +27.4% | +112.0% | +84.0% |
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