+3.6%
GOOG vs QLD
+13.1%
-9.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.5% |
| 7D | -10.7% | -9.4% | -1.4% | -7.2% |
| 30D | -16.4% | -17.1% | +0.6% | -10.3% |
| 3M | -23.4% | -10.4% | -13.0% | -20.2% |
| 6M | -24.2% | +0.7% | -25.0% | -26.9% |
| YTD | -8.3% | +17.7% | -26.0% | -19.3% |
| 1Y | +3.6% | +14.7% | -11.1% | -7.6% |
| All | +3.6% | +13.1% | -9.6% | -7.6% |
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