+9,127.5%
QLD vs FLR
+58.0%
+9,069.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +1.3% |
| 7D | +0.6% | +5.4% | -4.9% | -1.7% |
| 30D | -0.1% | +11.4% | -11.5% | -5.5% |
| 3M | -8.4% | +11.4% | -19.8% | -13.0% |
| 6M | +32.2% | +16.6% | +15.6% | +21.3% |
| YTD | +28.9% | +41.7% | -12.8% | +8.7% |
| 1Y | +43.8% | +35.4% | +8.4% | +22.9% |
| 3Y | +176.6% | +57.3% | +119.3% | +111.2% |
| 5Y | +121.6% | +241.0% | -119.4% | +17.3% |
| 10Y | +1,652.9% | +16.6% | +1,636.3% | +1,019.2% |
| All | +9,127.5% | +58.0% | +9,069.5% | +3,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling