+1,976.5%
QLD vs FTV
+90.8%
+1,885.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.3% |
| 7D | +0.6% | -4.5% | +5.1% | +5.0% |
| 30D | -0.1% | -7.1% | +6.9% | +6.9% |
| 3M | -8.4% | -7.2% | -1.2% | -3.0% |
| 6M | +32.2% | -1.5% | +33.7% | +31.5% |
| YTD | +28.9% | +3.5% | +25.4% | +19.0% |
| 1Y | +43.8% | +20.3% | +23.5% | +12.8% |
| 3Y | +176.6% | -3.1% | +179.7% | +170.5% |
| 5Y | +121.6% | +2.3% | +119.2% | +111.0% |
| 10Y | +1,652.9% | +76.3% | +1,576.6% | +1,101.0% |
| All | +1,976.5% | +90.8% | +1,885.7% | +1,302.9% |
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