+133.5%
QLD vs USFD
+159.7%
-26.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -11.4% |
| 7D | -18.6% | +3.9% | -22.5% | -20.0% |
| 30D | -28.3% | +10.7% | -39.0% | -31.8% |
| 3M | -20.4% | +6.3% | -26.7% | -23.2% |
| 6M | -14.3% | +16.2% | -30.5% | -22.2% |
| YTD | +2.8% | +41.9% | -39.1% | -22.3% |
| 1Y | -1.2% | +44.2% | -45.4% | -26.7% |
| All | +133.5% | +159.7% | -26.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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