+1,450.1%
QLD vs FTI
+178.7%
+1,271.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.8% | -3.3% | -0.5% | -2.6% |
| 30D | -20.5% | -7.2% | -13.3% | -18.6% |
| 3M | -14.6% | -12.9% | -1.8% | -11.0% |
| 6M | -14.7% | -7.9% | -6.8% | -13.1% |
| YTD | +11.2% | +45.2% | -34.0% | -2.7% |
| 1Y | +7.1% | +48.1% | -41.0% | -7.0% |
| 3Y | +141.1% | +205.0% | -63.9% | +64.9% |
| 5Y | +84.3% | +838.8% | -754.5% | -14.5% |
| 10Y | +1,450.1% | +174.8% | +1,275.3% | +786.8% |
| All | +1,450.1% | +178.7% | +1,271.4% | +786.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling