+223.5%
C vs QLD
+1,375.1%
-1,151.6%
-56.5%
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% | -0.5% |
| 7D | -2.4% | -10.3% | +7.9% | +1.6% |
| 30D | -6.0% | -26.1% | +20.1% | +5.3% |
| 3M | -10.5% | -17.8% | +7.2% | -4.2% |
| 6M | -5.7% | -15.6% | +9.8% | -1.3% |
| YTD | +4.1% | +5.4% | -1.2% | -0.6% |
| 1Y | +20.5% | +5.2% | +15.3% | +14.8% |
| 3Y | +208.1% | +139.4% | +68.7% | +103.6% |
| 5Y | +110.4% | +66.7% | +43.7% | +48.7% |
| All | +223.5% | +1,375.1% | -1,151.6% | -9.7% |
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