+1,631.1%
QLD vs FN
+900.0%
+731.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.1% |
| 7D | +0.6% | -1.7% | +2.2% | +1.3% |
| 30D | -0.1% | -22.0% | +21.9% | +9.8% |
| 3M | -8.4% | -43.0% | +34.6% | +15.0% |
| 6M | +32.2% | -27.7% | +60.0% | +42.2% |
| YTD | +28.9% | -10.5% | +39.4% | +21.8% |
| 1Y | +43.8% | +12.5% | +31.3% | +19.4% |
| 3Y | +176.6% | +153.8% | +22.8% | +34.5% |
| 5Y | +121.6% | +288.0% | -166.4% | -18.9% |
| All | +1,631.1% | +900.0% | +731.1% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling