+98.7%
INTC vs QLD
+1,375.1%
-1,276.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +6.2% |
| 7D | -14.4% | -10.3% | -4.1% | -8.4% |
| 30D | -50.2% | -26.1% | -24.2% | -39.1% |
| 3M | -43.6% | -17.8% | -25.9% | -34.9% |
| 6M | -50.2% | -15.6% | -34.6% | -42.2% |
| YTD | +52.5% | +5.4% | +47.1% | +57.9% |
| 1Y | +51.1% | +5.2% | +45.9% | +56.8% |
| 3Y | +50.3% | +139.4% | -89.2% | -0.9% |
| 5Y | +19.2% | +66.7% | -47.5% | -12.4% |
| All | +98.7% | +1,375.1% | -1,276.4% | -59.4% |
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