+755.8%
QLD vs FOXA
+90.8%
+665.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +2.0% |
| 7D | +0.6% | -4.0% | +4.5% | +2.6% |
| 30D | -0.1% | +12.0% | -12.1% | -6.2% |
| 3M | -8.4% | +0.3% | -8.6% | -11.1% |
| 6M | +32.2% | +12.5% | +19.7% | +19.3% |
| YTD | +28.9% | -9.6% | +38.5% | +31.2% |
| 1Y | +43.8% | +8.6% | +35.2% | +30.0% |
| 3Y | +176.6% | +118.5% | +58.1% | +64.8% |
| 5Y | +121.6% | +88.8% | +32.8% | +43.8% |
| All | +755.8% | +90.8% | +665.0% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling