+12.7%
QLD vs FTI
+50.1%
-37.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | -15.7% | -6.3% | -9.5% | -14.6% |
| 3M | -10.0% | -13.1% | +3.1% | -7.6% |
| 6M | -11.2% | -8.0% | -3.2% | -10.3% |
| YTD | +16.4% | +47.1% | -30.7% | +6.3% |
| 1Y | +12.7% | +50.7% | -38.0% | +1.6% |
| All | +12.7% | +50.1% | -37.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling