+139.4%
QLD vs FTV
+33.2%
+106.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -10.3% | +0.2% | -10.5% | -10.1% |
| 30D | -26.1% | +15.7% | -41.7% | -33.3% |
| 3M | -17.8% | +7.5% | -25.3% | -21.9% |
| 6M | -15.6% | +8.5% | -24.0% | -21.1% |
| YTD | +5.4% | +18.8% | -13.4% | -10.8% |
| 1Y | +5.2% | +28.5% | -23.3% | -18.0% |
| 3Y | +139.4% | +34.0% | +105.5% | +94.1% |
| All | +139.4% | +33.2% | +106.3% | +94.1% |
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