+53.9%
F vs QLD
+121.5%
-67.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +5.3% | +0.6% | +4.8% | +5.1% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | -8.4% | +4.7% | -1.4% |
| 6M | +16.8% | +32.2% | -15.4% | +2.7% |
| YTD | +15.3% | +28.9% | -13.6% | +2.1% |
| 1Y | +31.0% | +43.8% | -12.8% | +10.2% |
| 3Y | +45.4% | +176.6% | -131.2% | -14.5% |
| All | +53.9% | +121.5% | -67.6% | -7.6% |
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 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