+106.4%
INTC vs QLD
+1,387.1%
-1,280.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | -4.0% | -3.8% | -0.2% | -1.7% |
| 30D | -44.5% | -20.5% | -23.9% | -35.0% |
| 3M | -40.4% | -14.6% | -25.8% | -32.8% |
| 6M | -53.5% | -14.7% | -38.8% | -46.5% |
| YTD | +57.5% | +11.2% | +46.3% | +57.8% |
| 1Y | +51.2% | +7.1% | +44.1% | +54.9% |
| 3Y | +51.6% | +141.1% | -89.5% | -0.9% |
| 5Y | +23.5% | +84.3% | -60.8% | -14.3% |
| 10Y | +106.4% | +1,450.1% | -1,343.7% | -60.3% |
| All | +106.4% | +1,387.1% | -1,280.8% | -60.3% |
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 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