+25.0%
FLEX vs QLD
+13.1%
+11.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -14.5% |
| 7D | -17.0% | -9.4% | -7.6% | -7.4% |
| 30D | -33.8% | -17.1% | -16.8% | -17.7% |
| 3M | -39.0% | -10.4% | -28.6% | -30.4% |
| 6M | -15.9% | +0.7% | -16.6% | -15.4% |
| YTD | +27.8% | +17.7% | +10.1% | +9.8% |
| 1Y | +25.0% | +14.7% | +10.3% | +10.2% |
| All | +25.0% | +13.1% | +11.8% | +10.2% |
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