+1,555.4%
QLD vs FTV
+119.2%
+1,436.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.5% | -8.7% |
| 7D | -18.6% | -0.6% | -17.9% | -17.8% |
| 30D | -28.3% | +13.0% | -41.3% | -36.1% |
| 3M | -20.4% | +6.8% | -27.2% | -25.5% |
| 6M | -14.3% | +8.0% | -22.3% | -21.8% |
| YTD | +2.8% | +18.9% | -16.1% | -17.1% |
| 1Y | -1.2% | +30.8% | -32.0% | -28.0% |
| 3Y | +135.3% | +33.4% | +101.9% | +67.9% |
| 5Y | +62.6% | +12.7% | +49.9% | +40.6% |
| 10Y | +1,384.3% | +111.6% | +1,272.7% | +772.6% |
| All | +1,555.4% | +119.2% | +1,436.2% | +878.1% |
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 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