+62.6%
QLD vs USFD
+184.3%
-121.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -10.7% |
| 7D | -18.6% | +3.9% | -22.5% | -21.0% |
| 30D | -28.3% | +10.7% | -39.0% | -33.8% |
| 3M | -20.4% | +6.3% | -26.7% | -25.0% |
| 6M | -14.3% | +16.2% | -30.5% | -26.1% |
| YTD | +2.8% | +41.9% | -39.1% | -28.1% |
| 1Y | -1.2% | +44.2% | -45.4% | -32.2% |
| 3Y | +135.3% | +159.8% | -24.5% | -6.5% |
| 5Y | +62.6% | +177.1% | -114.5% | -44.3% |
| All | +62.6% | +184.3% | -121.7% | -44.3% |
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