+1,044.2%
QLD vs FND
+57.9%
+986.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.4% |
| 7D | +7.0% | -6.8% | +13.8% | +10.6% |
| 30D | -14.3% | +8.0% | -22.3% | -18.0% |
| 3M | -16.0% | -18.9% | +2.9% | -8.4% |
| 6M | -14.2% | +4.7% | -18.9% | -18.9% |
| YTD | +12.8% | -21.6% | +34.3% | +20.1% |
| 1Y | +14.1% | -22.0% | +36.1% | +21.3% |
| 3Y | +146.0% | -40.4% | +186.4% | +175.3% |
| 5Y | +82.0% | -63.8% | +145.8% | +152.3% |
| All | +1,044.2% | +57.9% | +986.3% | +782.5% |
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 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