+256.8%
FLEX vs QLD
+140.3%
+116.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.0% | +2.5% |
| 7D | -19.3% | -10.3% | -9.0% | -11.9% |
| 30D | -41.5% | -26.1% | -15.5% | -25.1% |
| 3M | -43.1% | -17.8% | -25.4% | -32.7% |
| 6M | -48.2% | -15.6% | -32.7% | -39.4% |
| YTD | +15.5% | +5.4% | +10.1% | +17.2% |
| 1Y | +10.2% | +5.2% | +5.0% | +12.0% |
| 3Y | +256.8% | +139.4% | +117.4% | +121.9% |
| All | +256.8% | +140.3% | +116.5% | +121.9% |
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