+9,127.5%
QLD vs FTI
+758.0%
+8,369.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +5.3% | -4.7% | -1.8% |
| 30D | -0.1% | +15.3% | -15.5% | -6.5% |
| 3M | -8.4% | +15.8% | -24.1% | -14.8% |
| 6M | +32.2% | +22.6% | +9.6% | +18.9% |
| YTD | +28.9% | +79.5% | -50.6% | -2.7% |
| 1Y | +43.8% | +102.0% | -58.2% | +2.2% |
| 3Y | +176.6% | +315.8% | -139.2% | +38.1% |
| 5Y | +121.6% | +1,129.5% | -1,007.9% | -38.8% |
| 10Y | +1,652.9% | +320.9% | +1,332.0% | +521.2% |
| All | +9,127.5% | +758.0% | +8,369.4% | +1,760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling