+744.9%
FLEX vs QLD
+7,183.5%
-6,438.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.7% | -0.9% | -5.6% |
| 7D | -28.3% | -18.6% | -9.7% | -18.2% |
| 30D | -45.0% | -28.3% | -16.7% | -31.7% |
| 3M | -45.2% | -20.4% | -24.9% | -36.1% |
| 6M | -30.8% | -14.3% | -16.5% | -21.5% |
| YTD | +10.4% | +2.8% | +7.7% | +12.6% |
| 1Y | +2.3% | -1.2% | +3.5% | +6.8% |
| 3Y | +238.9% | +135.3% | +103.6% | +102.9% |
| 5Y | +386.0% | +62.6% | +323.4% | +223.5% |
| 10Y | +551.1% | +1,384.3% | -833.2% | -14.0% |
| All | +744.9% | +7,183.5% | -6,438.6% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling