+2.3%
FLEX vs QLD
+0.3%
+2.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.7% | -0.9% | +0.7% |
| 7D | -28.3% | -18.6% | -9.7% | -9.8% |
| 30D | -45.0% | -28.3% | -16.7% | -19.5% |
| 3M | -45.2% | -20.4% | -24.9% | -28.6% |
| 6M | -30.8% | -14.3% | -16.5% | -16.9% |
| YTD | +10.4% | +2.8% | +7.7% | +10.6% |
| 1Y | +2.3% | -1.2% | +3.5% | +6.4% |
| All | +2.3% | +0.3% | +2.0% | +6.4% |
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