+14.4%
QLD vs FRMI
-93.4%
+107.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +6.1% |
| 7D | -1.4% | -24.7% | +23.3% | +1.8% |
| 30D | -19.6% | -51.6% | +32.0% | -13.1% |
| 3M | -14.1% | -73.1% | +59.0% | -2.2% |
| 6M | -13.6% | -68.3% | +54.6% | -4.4% |
| YTD | +12.5% | -79.3% | +91.8% | +27.8% |
| 1Y | +13.1% | -93.2% | +106.3% | +36.2% |
| All | +14.4% | -93.4% | +107.8% | +37.9% |
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