+186.7%
B vs QLD
+1,375.1%
-1,188.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +9.6% | -10.3% | +19.9% | +11.5% |
| 30D | +3.5% | -26.1% | +29.6% | +8.9% |
| 3M | -1.6% | -17.8% | +16.2% | +1.6% |
| 6M | -1.7% | -15.6% | +13.9% | +1.0% |
| YTD | -5.3% | +5.4% | -10.7% | -6.1% |
| 1Y | +27.2% | +5.2% | +22.0% | +26.2% |
| 3Y | +166.1% | +139.4% | +26.7% | +131.0% |
| 5Y | +136.5% | +66.7% | +69.8% | +106.5% |
| All | +186.7% | +1,375.1% | -1,188.5% | +50.5% |
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