+67.8%
B vs QLD
+46.1%
+21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +9.4% | -0.1% | +9.6% | +9.5% |
| 3M | +5.0% | -8.4% | +13.3% | +9.3% |
| 6M | -3.5% | +32.2% | -35.8% | -18.8% |
| YTD | +4.5% | +28.9% | -24.4% | -10.8% |
| 1Y | +67.8% | +43.8% | +23.9% | +23.7% |
| All | +67.8% | +46.1% | +21.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling