+1,597.5%
QLD vs FTV
+119.0%
+1,478.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -10.3% | +0.2% | -10.5% | -10.2% |
| 30D | -26.1% | +15.7% | -41.7% | -35.6% |
| 3M | -17.8% | +7.5% | -25.3% | -23.5% |
| 6M | -15.6% | +8.5% | -24.0% | -23.2% |
| YTD | +5.4% | +18.8% | -13.4% | -14.9% |
| 1Y | +5.2% | +28.5% | -23.3% | -21.9% |
| 3Y | +139.4% | +34.0% | +105.5% | +70.1% |
| 5Y | +66.7% | +12.6% | +54.1% | +44.3% |
| 10Y | +1,422.1% | +111.4% | +1,310.7% | +795.5% |
| All | +1,597.5% | +119.0% | +1,478.5% | +903.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling