+14.7%
QLD vs FND
-10.3%
+24.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | -0.6% |
| 7D | -9.4% | +12.3% | -21.7% | -11.9% |
| 30D | -17.1% | +14.7% | -31.8% | -19.9% |
| 3M | -10.4% | -12.0% | +1.6% | -7.6% |
| 6M | +0.7% | +10.8% | -10.0% | -3.4% |
| YTD | +17.7% | -12.3% | +30.0% | +17.5% |
| 1Y | +14.7% | -13.4% | +28.1% | +14.5% |
| All | +14.7% | -10.3% | +24.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling