+773.3%
GOOG vs QLD
+1,636.2%
-862.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | +3.0% | -1.9% | -0.4% |
| 30D | -5.1% | -1.8% | -3.2% | -4.3% |
| 3M | -7.1% | -1.8% | -5.3% | -7.4% |
| 6M | +12.7% | +36.9% | -24.2% | -5.8% |
| YTD | +7.1% | +28.7% | -21.6% | -8.1% |
| 1Y | +43.6% | +41.9% | +1.7% | +16.8% |
| 3Y | +146.8% | +184.2% | -37.4% | +33.6% |
| 5Y | +133.7% | +122.1% | +11.6% | +34.0% |
| 10Y | +773.3% | +1,646.5% | -873.1% | +43.4% |
| All | +773.3% | +1,636.2% | -862.8% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling