+1,450.1%
QLD vs FTV
+107.5%
+1,342.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.6% |
| 30D | -20.5% | +18.3% | -38.8% | -32.4% |
| 3M | -14.6% | +9.8% | -24.5% | -22.3% |
| 6M | -14.7% | +12.3% | -27.0% | -25.0% |
| YTD | +11.2% | +23.1% | -11.9% | -13.6% |
| 1Y | +7.1% | +32.5% | -25.4% | -23.2% |
| 3Y | +141.1% | +38.3% | +102.8% | +64.6% |
| 5Y | +84.3% | +16.8% | +67.4% | +53.3% |
| 10Y | +1,450.1% | +106.6% | +1,343.5% | +725.2% |
| All | +1,450.1% | +107.5% | +1,342.6% | +725.2% |
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