+67.2%
QLD vs USFD
+188.3%
-121.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -10.3% | +3.0% | -13.2% | -12.3% |
| 30D | -26.1% | +11.1% | -37.1% | -32.0% |
| 3M | -17.8% | -0.3% | -17.5% | -18.4% |
| 6M | -15.6% | +15.9% | -31.4% | -27.1% |
| YTD | +5.4% | +41.6% | -36.2% | -26.4% |
| 1Y | +5.2% | +49.4% | -44.2% | -30.4% |
| 3Y | +139.4% | +157.8% | -18.4% | -5.1% |
| All | +67.2% | +188.3% | -121.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling