+111.9%
INTC vs QLD
+1,468.8%
-1,356.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.0% |
| 7D | +6.0% | +7.0% | -1.0% | +1.8% |
| 30D | -39.2% | -14.3% | -24.9% | -31.9% |
| 3M | -42.9% | -16.0% | -26.9% | -35.0% |
| 6M | -50.4% | -14.2% | -36.2% | -43.2% |
| YTD | +61.7% | +12.8% | +48.9% | +60.8% |
| 1Y | +66.1% | +14.1% | +52.1% | +64.4% |
| 3Y | +58.1% | +146.0% | -87.8% | +2.2% |
| 5Y | +27.9% | +82.0% | -54.2% | -10.6% |
| All | +111.9% | +1,468.8% | -1,356.9% | -60.4% |
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