-0.2%
GOOG vs QLD
+1.8%
-2.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.2% |
| 7D | +2.1% | -10.3% | +12.3% | +5.9% |
| 30D | -18.3% | -26.1% | +7.8% | -8.6% |
| 3M | -20.3% | -17.8% | -2.6% | -14.7% |
| 6M | -28.1% | -15.6% | -12.5% | -25.4% |
| YTD | -9.3% | +5.4% | -14.7% | -17.4% |
| 1Y | -0.2% | +5.2% | -5.5% | -9.2% |
| All | -0.2% | +1.8% | -2.0% | -9.2% |
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