+1,600.8%
QLD vs FN
+789.5%
+811.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.6% |
| 7D | -9.4% | -7.0% | -2.4% | -7.1% |
| 30D | -17.1% | -24.7% | +7.7% | -7.0% |
| 3M | -10.4% | -35.7% | +25.3% | +5.4% |
| 6M | +0.7% | -52.4% | +53.1% | +32.2% |
| YTD | +17.7% | -25.0% | +42.7% | +18.1% |
| 1Y | +14.7% | -25.7% | +40.3% | +14.3% |
| 3Y | +169.6% | +110.2% | +59.4% | +39.9% |
| 5Y | +86.7% | +192.3% | -105.7% | -23.3% |
| 10Y | +1,600.8% | +812.3% | +788.5% | +304.3% |
| All | +1,600.8% | +789.5% | +811.3% | +304.3% |
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