+293.4%
C vs QLD
+1,646.9%
-1,353.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +0.6% | +3.1% | +3.4% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +2.4% | -8.4% | +10.8% | +4.8% |
| 6M | +24.9% | +32.2% | -7.3% | +9.8% |
| YTD | +19.8% | +28.9% | -9.1% | +6.4% |
| 1Y | +44.9% | +43.8% | +1.0% | +22.4% |
| 3Y | +263.0% | +176.6% | +86.4% | +127.5% |
| 5Y | +129.5% | +121.6% | +8.0% | +44.8% |
| All | +293.4% | +1,646.9% | -1,353.5% | -7.7% |
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 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