+86.6%
QLD vs FLR
+121.2%
-34.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.3% |
| 7D | +12.5% | +10.1% | +2.4% | +7.9% |
| 30D | -15.7% | -0.5% | -15.2% | -15.3% |
| 3M | -11.9% | -4.8% | -7.1% | -10.1% |
| 6M | -10.3% | +10.7% | -21.0% | -14.9% |
| YTD | +15.6% | +25.0% | -9.4% | +1.8% |
| 1Y | +12.1% | +8.3% | +3.8% | +5.1% |
| 3Y | +150.7% | +36.8% | +113.8% | +94.7% |
| 5Y | +86.6% | +121.8% | -35.2% | +16.3% |
| All | +86.6% | +121.2% | -34.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling