+82.1%
QLD vs FOXA
+76.9%
+5.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -4.5% |
| 7D | +7.0% | +2.7% | +4.3% | +5.6% |
| 30D | -14.3% | +10.0% | -24.3% | -18.5% |
| 3M | -16.0% | +5.0% | -21.0% | -18.8% |
| 6M | -14.2% | +3.4% | -17.6% | -18.5% |
| YTD | +12.8% | -5.5% | +18.2% | +12.9% |
| 1Y | +14.1% | +5.5% | +8.5% | +5.5% |
| 3Y | +146.0% | +139.3% | +6.7% | +20.6% |
| All | +82.1% | +76.9% | +5.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling