+758.9%
COST vs QLD
+1,387.1%
-628.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +4.6% | -3.8% | +8.4% | +5.2% |
| 30D | +12.8% | -20.5% | +33.3% | +18.6% |
| 3M | +12.1% | -14.6% | +26.7% | +15.5% |
| 6M | +6.0% | -14.7% | +20.7% | +7.7% |
| YTD | +24.4% | +11.2% | +13.2% | +16.4% |
| 1Y | +17.1% | +7.1% | +10.0% | +10.5% |
| 3Y | +92.2% | +141.1% | -48.9% | +37.0% |
| 5Y | +122.5% | +84.3% | +38.2% | +61.5% |
| 10Y | +758.9% | +1,450.1% | -691.1% | +252.7% |
| All | +758.9% | +1,387.1% | -628.2% | +252.7% |
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