+23.5%
INTC vs QLD
+81.6%
-58.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -4.0% | -3.8% | -0.2% | -1.5% |
| 30D | -44.5% | -20.5% | -23.9% | -34.1% |
| 3M | -40.4% | -14.6% | -25.8% | -32.1% |
| 6M | -53.5% | -14.7% | -38.8% | -46.0% |
| YTD | +57.5% | +11.2% | +46.3% | +58.6% |
| 1Y | +51.2% | +7.1% | +44.1% | +55.7% |
| 3Y | +51.6% | +141.1% | -89.5% | +1.2% |
| 5Y | +23.5% | +84.3% | -60.8% | -17.3% |
| All | +23.5% | +81.6% | -58.1% | -17.3% |
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