+754.4%
QLD vs FOXA
+90.3%
+664.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -1.8% | +2.3% | -4.1% | -3.3% |
| 3M | -1.8% | -2.8% | +1.1% | -2.9% |
| 6M | +36.9% | +9.6% | +27.3% | +25.4% |
| YTD | +28.7% | -9.9% | +38.6% | +31.2% |
| 1Y | +41.9% | +5.4% | +36.5% | +30.6% |
| 3Y | +184.2% | +115.3% | +68.9% | +70.8% |
| 5Y | +122.1% | +93.1% | +29.0% | +42.5% |
| All | +754.4% | +90.3% | +664.1% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling