+111.7%
QLD vs FRSH
-70.7%
+182.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -2.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.4% |
| 30D | -15.7% | -8.8% | -6.8% | -13.0% |
| 3M | -11.9% | +8.8% | -20.7% | -15.6% |
| 6M | -10.3% | +49.1% | -59.3% | -25.7% |
| YTD | +15.6% | +3.4% | +12.2% | +8.5% |
| 1Y | +12.1% | +8.8% | +3.3% | +2.8% |
| 3Y | +150.7% | -27.4% | +178.0% | +157.8% |
| 5Y | +86.6% | -66.4% | +153.0% | +97.6% |
| All | +111.7% | -70.7% | +182.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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