+134.2%
QLD vs FRSH
-72.4%
+206.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +1.9% | -9.6% | +11.4% | +5.7% |
| 30D | -1.8% | -0.4% | -1.4% | -2.1% |
| 3M | -0.1% | +27.2% | -27.3% | -10.6% |
| 6M | +32.6% | +42.2% | -9.6% | +11.7% |
| YTD | +27.9% | -2.6% | +30.5% | +23.7% |
| 1Y | +40.3% | -10.2% | +50.4% | +39.7% |
| 3Y | +182.5% | -45.5% | +228.0% | +229.3% |
| All | +134.2% | -72.4% | +206.7% | +155.1% |
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