-15.6%
QLD vs FRMI
-68.7%
+53.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.2% |
| 7D | -10.3% | -39.8% | +29.6% | -4.0% |
| 30D | -26.1% | -60.5% | +34.4% | -17.1% |
| 3M | -17.8% | -74.6% | +56.9% | -4.0% |
| 6M | -15.6% | -71.8% | +56.2% | -2.5% |
| All | -15.6% | -68.7% | +53.1% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling