+133.5%
QLD vs FTV
+33.3%
+100.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.5% | -9.6% |
| 7D | -18.6% | -0.6% | -17.9% | -17.9% |
| 30D | -28.3% | +13.0% | -41.3% | -34.2% |
| 3M | -20.4% | +6.8% | -27.2% | -24.0% |
| 6M | -14.3% | +8.0% | -22.3% | -19.7% |
| YTD | +2.8% | +18.9% | -16.1% | -13.1% |
| 1Y | -1.2% | +30.8% | -32.0% | -24.5% |
| All | +133.5% | +33.3% | +100.2% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling