+81.1%
QLD vs FRSH
-70.2%
+151.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | -1.4% | -15.5% | +14.0% | +5.1% |
| 30D | -19.6% | -13.7% | -5.9% | -15.1% |
| 3M | -14.1% | +1.4% | -15.6% | -15.7% |
| 6M | -13.6% | +36.0% | -49.6% | -26.4% |
| YTD | +12.5% | -2.0% | +14.5% | +7.6% |
| 1Y | +13.1% | +7.3% | +5.8% | +3.6% |
| 3Y | +154.7% | -29.6% | +184.3% | +164.6% |
| 5Y | +81.1% | -69.2% | +150.3% | +111.5% |
| All | +81.1% | -70.2% | +151.3% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling