+30.9%
QLD vs FRMI
-77.3%
+108.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.5% | -11.7% | -1.3% |
| 7D | +3.0% | +23.3% | -20.4% | +0.7% |
| 30D | -1.8% | -7.6% | +5.8% | -1.7% |
| 3M | -1.8% | +0.2% | -2.0% | -3.4% |
| 6M | +36.9% | -28.7% | +65.6% | +37.1% |
| YTD | +28.7% | -28.6% | +57.3% | +28.4% |
| All | +30.9% | -77.3% | +108.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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