+132.6%
GOOG vs QLD
+121.5%
+11.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.8% | -0.1% | -6.7% | -6.9% |
| 3M | -9.1% | -8.4% | -0.7% | -6.5% |
| 6M | +10.7% | +32.2% | -21.5% | -5.9% |
| YTD | +7.1% | +28.9% | -21.8% | -8.2% |
| 1Y | +44.6% | +43.8% | +0.8% | +16.7% |
| 3Y | +147.4% | +176.6% | -29.2% | +34.4% |
| All | +132.6% | +121.5% | +11.1% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling