+154.7%
QLD vs FRSH
-34.6%
+189.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.0% |
| 7D | -1.4% | -15.5% | +14.0% | +3.2% |
| 30D | -19.6% | -13.7% | -5.9% | -16.4% |
| 3M | -14.1% | +1.4% | -15.6% | -15.2% |
| 6M | -13.6% | +36.0% | -49.6% | -23.2% |
| YTD | +12.5% | -2.0% | +14.5% | +11.2% |
| 1Y | +13.1% | +7.3% | +5.8% | +7.6% |
| 3Y | +154.7% | -29.6% | +184.3% | +167.4% |
| All | +154.7% | -34.6% | +189.3% | +167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling