+167.6%
QLD vs FN
+109.9%
+57.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.0% |
| 7D | -9.4% | -7.0% | -2.4% | -7.4% |
| 30D | -17.1% | -24.7% | +7.7% | -8.9% |
| 3M | -10.4% | -35.7% | +25.3% | +2.4% |
| 6M | +0.7% | -52.4% | +53.1% | +26.0% |
| YTD | +17.7% | -25.0% | +42.7% | +18.5% |
| 1Y | +14.7% | -25.7% | +40.3% | +14.8% |
| All | +167.6% | +109.9% | +57.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling