+67.2%
QLD vs FND
-61.6%
+128.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.8% |
| 7D | -10.3% | +7.7% | -18.0% | -13.7% |
| 30D | -26.1% | +11.9% | -37.9% | -30.7% |
| 3M | -17.8% | -14.6% | -3.2% | -12.2% |
| 6M | -15.6% | +0.5% | -16.0% | -19.0% |
| YTD | +5.4% | -15.8% | +21.2% | +8.7% |
| 1Y | +5.2% | -12.9% | +18.2% | +5.9% |
| 3Y | +139.4% | -34.2% | +173.6% | +143.8% |
| All | +67.2% | -61.6% | +128.7% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling