+208.1%
C vs QLD
+140.3%
+67.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.5% |
| 7D | -2.4% | -10.3% | +7.9% | +1.5% |
| 30D | -6.0% | -26.1% | +20.1% | +5.0% |
| 3M | -10.5% | -17.8% | +7.2% | -4.4% |
| 6M | -5.7% | -15.6% | +9.8% | -1.7% |
| YTD | +4.1% | +5.4% | -1.2% | -1.6% |
| 1Y | +20.5% | +5.2% | +15.3% | +13.7% |
| 3Y | +208.1% | +139.4% | +68.7% | +122.8% |
| All | +208.1% | +140.3% | +67.8% | +122.8% |
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