+139.4%
QLD vs FOXA
+117.4%
+22.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.0% |
| 7D | -10.3% | +5.4% | -15.6% | -11.4% |
| 30D | -26.1% | +6.3% | -32.3% | -27.3% |
| 3M | -17.8% | +8.3% | -26.1% | -19.9% |
| 6M | -15.6% | +7.6% | -23.2% | -19.4% |
| YTD | +5.4% | -7.9% | +13.3% | +8.6% |
| 1Y | +5.2% | +2.4% | +2.9% | +2.3% |
| 3Y | +139.4% | +120.3% | +19.1% | +84.3% |
| All | +139.4% | +117.4% | +22.0% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling