+596.5%
COST vs QLD
+1,628.0%
-1,031.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -2.8% | -0.1% | -2.7% | -2.9% |
| 3M | -5.7% | -8.4% | +2.7% | -4.7% |
| 6M | -8.8% | +32.2% | -41.0% | -17.4% |
| YTD | +6.7% | +28.9% | -22.2% | -3.0% |
| 1Y | -3.6% | +43.8% | -47.5% | -15.6% |
| 3Y | +75.1% | +176.6% | -101.5% | +21.4% |
| 5Y | +108.9% | +121.6% | -12.7% | +45.7% |
| All | +596.5% | +1,628.0% | -1,031.6% | +157.1% |
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