+1,520.2%
QLD vs FTV
+107.5%
+1,412.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.4% |
| 7D | -1.2% | -0.7% | -0.5% | -0.1% |
| 30D | -15.7% | +18.3% | -34.0% | -28.3% |
| 3M | -10.0% | +10.2% | -20.2% | -18.3% |
| 6M | -11.2% | +12.8% | -24.0% | -22.3% |
| YTD | +16.4% | +23.4% | -7.0% | -9.8% |
| 1Y | +12.7% | +31.4% | -18.8% | -18.5% |
| 3Y | +152.3% | +38.7% | +113.6% | +71.9% |
| 5Y | +91.8% | +18.6% | +73.2% | +57.4% |
| 10Y | +1,520.2% | +110.1% | +1,410.1% | +744.6% |
| All | +1,520.2% | +107.5% | +1,412.8% | +744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling