+767.5%
COST vs QLD
+1,375.1%
-607.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.8% |
| 7D | +4.1% | -10.3% | +14.3% | +6.6% |
| 30D | +12.0% | -26.1% | +38.0% | +20.0% |
| 3M | +11.2% | -17.8% | +28.9% | +15.6% |
| 6M | +6.1% | -15.6% | +21.7% | +8.0% |
| YTD | +22.9% | +5.4% | +17.5% | +16.6% |
| 1Y | +14.7% | +5.2% | +9.5% | +8.6% |
| 3Y | +92.3% | +139.4% | -47.1% | +37.2% |
| 5Y | +116.6% | +66.7% | +49.9% | +61.6% |
| All | +767.5% | +1,375.1% | -607.6% | +258.8% |
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