+20.2%
COST vs QLD
+10.8%
+9.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | +2.5% | +12.5% | -10.0% | +3.9% |
| 30D | +14.6% | -15.7% | +30.3% | +12.6% |
| 3M | +15.2% | -11.9% | +27.1% | +13.8% |
| 6M | +7.2% | -10.3% | +17.5% | +6.6% |
| YTD | +27.4% | +15.6% | +11.8% | +26.7% |
| 1Y | +20.2% | +12.1% | +8.1% | +19.6% |
| All | +20.2% | +10.8% | +9.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling