+667.5%
QLD vs FOXA
+91.7%
+575.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.0% |
| 7D | +12.5% | -2.9% | +15.4% | +14.1% |
| 30D | -15.7% | +5.1% | -20.8% | -18.0% |
| 3M | -11.9% | +4.7% | -16.6% | -14.7% |
| 6M | -10.3% | -0.2% | -10.0% | -13.3% |
| YTD | +15.6% | -9.2% | +24.8% | +16.8% |
| 1Y | +12.1% | -0.6% | +12.7% | +7.2% |
| 3Y | +150.7% | +125.7% | +25.0% | +46.0% |
| 5Y | +86.6% | +70.2% | +16.4% | +27.4% |
| All | +667.5% | +91.7% | +575.8% | +327.4% |
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