-8.8%
COST vs QLD
+35.0%
-43.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -2.8% | -0.1% | -2.7% | -2.7% |
| 3M | -5.7% | -8.4% | +2.7% | -5.8% |
| 6M | -8.8% | +32.2% | -41.0% | -8.1% |
| All | -8.8% | +35.0% | -43.8% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling