+133.5%
QLD vs FN
+80.0%
+53.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.2% | +1.5% | -7.4% |
| 7D | -18.6% | -16.0% | -2.6% | -13.4% |
| 30D | -28.3% | -40.1% | +11.8% | -14.1% |
| 3M | -20.4% | -43.9% | +23.5% | -4.1% |
| 6M | -14.3% | -55.6% | +41.4% | +10.4% |
| YTD | +2.8% | -35.7% | +38.4% | +9.7% |
| 1Y | -1.2% | -39.8% | +38.6% | +7.6% |
| All | +133.5% | +80.0% | +53.5% | +43.5% |
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