+124.5%
COST vs QLD
+80.9%
+43.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.8% |
| 7D | +5.0% | +7.0% | -2.0% | +3.4% |
| 30D | +12.8% | -14.3% | +27.1% | +16.1% |
| 3M | +15.2% | -16.0% | +31.2% | +18.8% |
| 6M | +7.4% | -14.2% | +21.6% | +8.8% |
| YTD | +29.0% | +12.8% | +16.3% | +20.4% |
| 1Y | +20.3% | +14.1% | +6.2% | +11.6% |
| 3Y | +99.0% | +146.0% | -47.0% | +39.3% |
| All | +124.5% | +80.9% | +43.6% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling