+14.1%
QLD vs FND
-24.7%
+38.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -1.9% |
| 7D | +7.0% | -6.8% | +13.8% | +8.9% |
| 30D | -14.3% | +8.0% | -22.3% | -15.8% |
| 3M | -16.0% | -18.9% | +2.9% | -11.5% |
| 6M | -14.2% | +4.7% | -18.9% | -16.4% |
| YTD | +12.8% | -21.6% | +34.3% | +16.4% |
| 1Y | +14.1% | -22.0% | +36.1% | +17.7% |
| All | +14.1% | -24.7% | +38.7% | +17.7% |
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