+758.4%
COST vs QLD
+1,470.2%
-711.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.4% |
| 30D | +12.8% | -19.6% | +32.3% | +18.3% |
| 3M | +12.7% | -14.1% | +26.8% | +15.9% |
| 6M | +6.0% | -13.6% | +19.6% | +7.4% |
| YTD | +24.4% | +12.5% | +11.8% | +16.0% |
| 1Y | +16.2% | +13.1% | +3.1% | +7.9% |
| 3Y | +96.9% | +154.7% | -57.8% | +38.2% |
| 5Y | +121.1% | +81.1% | +40.0% | +61.4% |
| 10Y | +758.4% | +1,418.0% | -659.6% | +251.8% |
| All | +758.4% | +1,470.2% | -711.8% | +251.8% |
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 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