+221.9%
C vs QLD
+1,338.5%
-1,116.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -12.7% | +7.7% | 0.0% |
| 7D | -5.3% | -18.6% | +13.3% | +2.4% |
| 30D | -7.3% | -28.3% | +21.0% | +5.1% |
| 3M | -13.5% | -20.4% | +6.9% | -6.1% |
| 6M | -6.5% | -14.3% | +7.8% | -2.8% |
| YTD | +3.6% | +2.8% | +0.8% | -0.1% |
| 1Y | +18.9% | -1.2% | +20.1% | +16.1% |
| 3Y | +205.0% | +135.3% | +69.7% | +103.0% |
| 5Y | +109.4% | +62.6% | +46.8% | +49.4% |
| All | +221.9% | +1,338.5% | -1,116.6% | -9.2% |
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