+241.2%
FLEX vs QLD
+134.4%
+106.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.7% | -0.9% | -3.4% |
| 7D | -28.3% | -18.6% | -9.7% | -15.4% |
| 30D | -45.0% | -28.3% | -16.7% | -27.9% |
| 3M | -45.2% | -20.4% | -24.9% | -33.6% |
| 6M | -30.8% | -14.3% | -16.5% | -19.2% |
| YTD | +10.4% | +2.8% | +7.7% | +14.3% |
| 1Y | +2.3% | -1.2% | +3.5% | +8.6% |
| All | +241.2% | +134.4% | +106.9% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling