+67.2%
QLD vs FTI
+776.4%
-709.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | -10.3% | -7.6% | -2.6% | -7.5% |
| 30D | -26.1% | -7.1% | -18.9% | -24.1% |
| 3M | -17.8% | -8.7% | -9.0% | -15.3% |
| 6M | -15.6% | -14.0% | -1.6% | -11.7% |
| YTD | +5.4% | +42.8% | -37.5% | -9.8% |
| 1Y | +5.2% | +50.4% | -45.1% | -11.8% |
| 3Y | +139.4% | +194.1% | -54.7% | +55.0% |
| All | +67.2% | +776.4% | -709.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling