+760.6%
COST vs QLD
+1,536.4%
-775.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.6% | +0.8% |
| 7D | +3.9% | -1.2% | +5.1% | +3.8% |
| 30D | +13.5% | -15.7% | +29.2% | +17.7% |
| 3M | +15.3% | -10.0% | +25.4% | +17.3% |
| 6M | +9.2% | -11.2% | +20.4% | +9.8% |
| YTD | +26.9% | +16.4% | +10.5% | +17.4% |
| 1Y | +19.7% | +12.7% | +7.0% | +11.5% |
| 3Y | +96.0% | +152.3% | -56.3% | +38.2% |
| 5Y | +124.0% | +91.8% | +32.3% | +61.0% |
| 10Y | +760.6% | +1,520.2% | -759.6% | +248.7% |
| All | +760.6% | +1,536.4% | -775.8% | +248.7% |
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