+1,073.0%
QLD vs FND
+61.4%
+1,011.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.7% | +1.4% |
| 7D | +12.5% | -5.1% | +17.6% | +15.3% |
| 30D | -15.7% | +9.2% | -24.9% | -19.8% |
| 3M | -11.9% | -17.7% | +5.8% | -4.6% |
| 6M | -10.3% | +2.5% | -12.7% | -14.4% |
| YTD | +15.6% | -19.8% | +35.4% | +21.9% |
| 1Y | +12.1% | -22.7% | +34.8% | +19.9% |
| 3Y | +150.7% | -38.3% | +189.0% | +175.7% |
| 5Y | +86.6% | -63.0% | +149.6% | +156.0% |
| All | +1,073.0% | +61.4% | +1,011.6% | +795.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling