+214.8%
B vs QLD
+1,468.8%
-1,254.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -7.3% | +7.0% | -14.3% | -8.4% |
| 30D | -3.3% | -14.3% | +11.0% | -0.9% |
| 3M | -7.8% | -16.0% | +8.2% | -5.2% |
| 6M | -15.5% | -14.2% | -1.3% | -13.6% |
| YTD | -12.3% | +12.8% | -25.0% | -14.0% |
| 1Y | +5.4% | +14.1% | -8.7% | +3.1% |
| 3Y | +165.5% | +146.0% | +19.6% | +129.5% |
| 5Y | +107.0% | +82.0% | +25.0% | +78.4% |
| All | +214.8% | +1,468.8% | -1,254.0% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling