+265.0%
C vs QLD
+178.0%
+87.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.2% |
| YTD | +19.8% | +28.9% | -9.1% | +5.8% |
| 1Y | +44.9% | +43.8% | +1.0% | +21.7% |
| All | +265.0% | +178.0% | +87.0% | +145.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling