+1,491.1%
QLD vs USFD
+340.6%
+1,150.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -9.9% | -11.5% |
| 7D | -18.6% | +3.9% | -22.5% | -20.1% |
| 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% | -21.5% |
| YTD | +2.8% | +41.9% | -39.1% | -15.7% |
| 1Y | -1.2% | +44.2% | -45.4% | -19.8% |
| 3Y | +135.3% | +159.8% | -24.5% | +46.6% |
| 5Y | +62.6% | +177.1% | -114.5% | -1.1% |
| 10Y | +1,384.3% | +376.2% | +1,008.1% | +645.1% |
| All | +1,491.1% | +340.6% | +1,150.4% | +703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling