+305.8%
CME vs QLD
+1,536.4%
-1,230.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +1.5% |
| 7D | +2.5% | -1.2% | +3.6% | +2.4% |
| 30D | +13.9% | -15.7% | +29.6% | +16.4% |
| 3M | +22.4% | -10.0% | +32.4% | +23.6% |
| 6M | +12.9% | -11.2% | +24.1% | +13.3% |
| YTD | +19.6% | +16.4% | +3.3% | +13.9% |
| 1Y | +17.7% | +12.7% | +5.0% | +12.6% |
| 3Y | +65.3% | +152.3% | -87.0% | +28.0% |
| 5Y | +75.1% | +91.8% | -16.6% | +38.0% |
| 10Y | +305.8% | +1,520.2% | -1,214.5% | +69.7% |
| All | +305.8% | +1,536.4% | -1,230.6% | +69.7% |
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