-20.4%
QLD vs FND
-14.8%
-5.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.1% | -12.1% |
| 7D | -18.6% | +2.2% | -20.8% | -18.5% |
| 30D | -28.3% | +9.6% | -37.9% | -27.9% |
| 3M | -20.4% | -17.9% | -2.5% | -16.5% |
| All | -20.4% | -14.8% | -5.6% | -16.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling