+558.8%
CME vs QLD
+7,183.5%
-6,624.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.7% | +12.4% | +4.0% |
| 7D | +3.7% | -18.6% | +22.2% | +10.5% |
| 30D | +13.7% | -28.3% | +42.0% | +26.1% |
| 3M | +16.6% | -20.4% | +37.0% | +24.3% |
| 6M | +8.2% | -14.3% | +22.5% | +9.9% |
| YTD | +16.3% | +2.8% | +13.6% | +9.4% |
| 1Y | +19.1% | -1.2% | +20.3% | +13.1% |
| 3Y | +67.4% | +135.3% | -68.0% | +3.2% |
| 5Y | +71.0% | +62.6% | +8.4% | +10.0% |
| 10Y | +338.9% | +1,384.3% | -1,045.4% | -25.7% |
| All | +558.8% | +7,183.5% | -6,624.7% | -67.7% |
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 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