+176.1%
QLD vs FTI
+314.3%
-138.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +5.3% | -4.7% | -1.6% |
| 30D | -0.1% | +15.3% | -15.5% | -6.1% |
| 3M | -8.4% | +15.8% | -24.1% | -14.4% |
| 6M | +32.2% | +22.6% | +9.6% | +19.1% |
| YTD | +28.9% | +79.5% | -50.6% | -3.1% |
| 1Y | +43.8% | +102.0% | -58.2% | +1.3% |
| All | +176.1% | +314.3% | -138.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling