+7,443.4%
QLD vs FTI
+582.6%
+6,860.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.1% |
| 7D | -10.3% | -7.6% | -2.6% | -6.9% |
| 30D | -26.1% | -7.1% | -18.9% | -23.6% |
| 3M | -17.8% | -8.7% | -9.0% | -14.8% |
| 6M | -15.6% | -14.0% | -1.6% | -10.9% |
| YTD | +5.4% | +42.8% | -37.5% | -12.2% |
| 1Y | +5.2% | +50.4% | -45.1% | -14.5% |
| 3Y | +139.4% | +194.1% | -54.7% | +40.3% |
| 5Y | +66.7% | +775.2% | -708.5% | -45.7% |
| 10Y | +1,422.1% | +189.2% | +1,232.9% | +553.4% |
| All | +7,443.4% | +582.6% | +6,860.8% | +1,579.3% |
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