+1,830.1%
QLD vs FTAI
+2,582.9%
-752.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -0.1% | -12.1% | +11.9% | +3.5% |
| 3M | -8.4% | -21.3% | +13.0% | -2.0% |
| 6M | +32.2% | -30.2% | +62.4% | +44.2% |
| YTD | +28.9% | +0.3% | +28.6% | +24.6% |
| 1Y | +43.8% | +27.2% | +16.7% | +27.5% |
| 3Y | +176.6% | +443.9% | -267.3% | +32.3% |
| 5Y | +121.6% | +853.5% | -732.0% | -15.0% |
| 10Y | +1,652.9% | +3,169.1% | -1,516.2% | +405.7% |
| All | +1,830.1% | +2,582.9% | -752.8% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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