+91.8%
QLD vs FTI
+848.3%
-756.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | -15.7% | -6.3% | -9.5% | -13.7% |
| 3M | -10.0% | -13.1% | +3.1% | -5.5% |
| 6M | -11.2% | -8.0% | -3.2% | -9.4% |
| YTD | +16.4% | +47.1% | -30.7% | -1.4% |
| 1Y | +12.7% | +50.7% | -38.0% | -5.5% |
| 3Y | +152.3% | +209.0% | -56.7% | +60.9% |
| 5Y | +91.8% | +847.0% | -755.2% | -21.7% |
| All | +91.8% | +848.3% | -756.6% | -21.7% |
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