+614.8%
FLEX vs QLD
+1,468.8%
-854.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.6% | -2.6% |
| 7D | +7.5% | +7.0% | +0.4% | +3.6% |
| 30D | -25.3% | -14.3% | -11.0% | -17.5% |
| 3M | -39.7% | -16.0% | -23.7% | -32.3% |
| 6M | -47.9% | -14.2% | -33.6% | -41.7% |
| YTD | +24.1% | +12.8% | +11.3% | +20.8% |
| 1Y | +26.0% | +14.1% | +11.9% | +21.9% |
| 3Y | +282.7% | +146.0% | +136.7% | +142.9% |
| 5Y | +424.2% | +82.0% | +342.2% | +257.4% |
| All | +614.8% | +1,468.8% | -854.0% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling