+136.1%
QLD vs FRSH
-70.6%
+206.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +2.1% |
| 7D | +0.6% | -8.2% | +8.7% | +3.8% |
| 30D | -0.1% | +10.5% | -10.6% | -4.3% |
| 3M | -8.4% | +32.7% | -41.1% | -19.2% |
| 6M | +32.2% | +50.3% | -18.1% | +9.1% |
| YTD | +28.9% | +3.9% | +25.0% | +21.7% |
| 1Y | +43.8% | -2.2% | +46.0% | +38.7% |
| 3Y | +176.6% | -42.9% | +219.5% | +216.8% |
| All | +136.1% | -70.6% | +206.6% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling