+1,042.0%
QLD vs FND
+76.3%
+965.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.9% |
| 7D | -1.4% | +8.5% | -10.0% | -5.2% |
| 30D | -19.6% | +17.2% | -36.8% | -25.9% |
| 3M | -14.1% | -14.9% | +0.8% | -8.5% |
| 6M | -13.6% | +3.1% | -16.7% | -17.7% |
| YTD | +12.5% | -12.4% | +25.0% | +13.9% |
| 1Y | +13.1% | -10.0% | +23.2% | +12.5% |
| 3Y | +154.7% | -31.3% | +186.0% | +166.4% |
| 5Y | +81.1% | -60.3% | +141.4% | +140.5% |
| All | +1,042.0% | +76.3% | +965.7% | +736.8% |
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