-60.0%
C vs QLD
+8,245.8%
-8,305.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.5% |
| 7D | +1.1% | -9.4% | +10.4% | +6.8% |
| 30D | -2.4% | -17.1% | +14.6% | +8.2% |
| 3M | -8.4% | -10.4% | +2.1% | -3.3% |
| 6M | +0.3% | +0.7% | -0.4% | -3.5% |
| YTD | +9.1% | +17.7% | -8.6% | -5.0% |
| 1Y | +26.0% | +14.7% | +11.4% | +11.0% |
| 3Y | +221.2% | +169.6% | +51.5% | +55.4% |
| 5Y | +120.4% | +86.7% | +33.8% | +14.0% |
| 10Y | +250.6% | +1,600.8% | -1,350.2% | -73.7% |
| All | -60.0% | +8,245.8% | -8,305.8% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling