+153.8%
QLD vs FTV
+39.1%
+114.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -1.2% | -0.7% | -0.5% | -0.3% |
| 30D | -15.7% | +18.3% | -34.0% | -25.1% |
| 3M | -10.0% | +10.2% | -20.2% | -16.0% |
| 6M | -11.2% | +12.8% | -24.0% | -19.3% |
| YTD | +16.4% | +23.4% | -7.0% | -4.1% |
| 1Y | +12.7% | +31.4% | -18.8% | -13.2% |
| All | +153.8% | +39.1% | +114.7% | +100.0% |
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