+17.6%
QLD vs FRMI
-91.8%
+109.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.8% | -14.5% | -2.4% |
| 7D | +12.5% | +34.6% | -22.1% | +8.1% |
| 30D | -15.7% | -44.6% | +28.9% | -10.8% |
| 3M | -11.9% | -72.9% | +61.0% | -0.2% |
| 6M | -10.3% | -62.3% | +52.1% | -3.2% |
| YTD | +15.6% | -74.3% | +89.8% | +27.4% |
| 1Y | +12.1% | -90.5% | +102.7% | +30.6% |
| All | +17.6% | -91.8% | +109.4% | +37.5% |
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