+1,208.0%
QLD vs FND
+66.0%
+1,142.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +0.6% | -5.2% | +5.8% | +3.0% |
| 30D | -0.1% | -19.9% | +19.7% | +10.4% |
| 3M | -8.4% | +2.7% | -11.1% | -11.4% |
| 6M | +32.2% | -21.7% | +53.9% | +44.4% |
| YTD | +28.9% | -17.5% | +46.4% | +35.5% |
| 1Y | +43.8% | -39.3% | +83.1% | +73.8% |
| 3Y | +176.6% | -49.8% | +226.4% | +242.0% |
| 5Y | +121.6% | -60.1% | +181.6% | +196.0% |
| All | +1,208.0% | +66.0% | +1,142.0% | +895.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling