+327.1%
NET vs QLD
+178.0%
+149.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -7.0% | +0.6% | -7.5% | -7.2% |
| 30D | -4.8% | -0.1% | -4.7% | -4.3% |
| 3M | +3.8% | -8.4% | +12.2% | +8.6% |
| 6M | +50.0% | +32.2% | +17.8% | +19.0% |
| YTD | +41.5% | +28.9% | +12.6% | +14.4% |
| 1Y | +32.8% | +43.8% | -11.0% | -0.8% |
| All | +327.1% | +178.0% | +149.1% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling