+67.2%
QLD vs FOXA
+70.7%
-3.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.3% |
| 7D | -10.3% | +5.4% | -15.6% | -12.5% |
| 30D | -26.1% | +6.3% | -32.3% | -28.5% |
| 3M | -17.8% | +8.3% | -26.1% | -21.8% |
| 6M | -15.6% | +7.6% | -23.2% | -22.2% |
| YTD | +5.4% | -7.9% | +13.3% | +7.0% |
| 1Y | +5.2% | +2.4% | +2.9% | -1.0% |
| 3Y | +139.4% | +120.3% | +19.1% | +24.8% |
| All | +67.2% | +70.7% | -3.6% | +3.9% |
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