+103.6%
QLD vs FRSH
-72.5%
+176.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.8% | -16.0% | +12.3% | +2.6% |
| 30D | -20.5% | -14.7% | -5.9% | -15.9% |
| 3M | -14.6% | -0.8% | -13.8% | -15.3% |
| 6M | -14.7% | +34.5% | -49.2% | -26.4% |
| YTD | +11.2% | -3.0% | +14.2% | +7.0% |
| 1Y | +7.1% | +4.9% | +2.2% | -0.6% |
| 3Y | +141.1% | -31.9% | +173.0% | +154.1% |
| 5Y | +84.3% | -68.7% | +153.0% | +100.0% |
| All | +103.6% | -72.5% | +176.2% | +120.7% |
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