+17.7%
INTC vs QLD
+66.7%
-49.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +6.0% |
| 7D | -14.4% | -10.3% | -4.1% | -7.8% |
| 30D | -50.2% | -26.1% | -24.2% | -38.0% |
| 3M | -43.6% | -17.8% | -25.9% | -34.1% |
| 6M | -50.2% | -15.6% | -34.6% | -41.4% |
| YTD | +52.5% | +5.4% | +47.1% | +59.2% |
| 1Y | +51.1% | +5.2% | +45.9% | +58.1% |
| 3Y | +50.3% | +139.4% | -89.2% | +1.8% |
| All | +17.7% | +66.7% | -49.0% | -16.5% |
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