+176.1%
QLD vs FND
-49.4%
+225.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +0.6% | -5.2% | +5.8% | +2.3% |
| 30D | -0.1% | -19.9% | +19.7% | +7.3% |
| 3M | -8.4% | +2.7% | -11.1% | -10.5% |
| 6M | +32.2% | -21.7% | +53.9% | +41.2% |
| YTD | +28.9% | -17.5% | +46.4% | +33.8% |
| 1Y | +43.8% | -39.3% | +83.1% | +66.4% |
| All | +176.1% | -49.4% | +225.5% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling