+452.4%
ON vs QLD
+1,375.1%
-922.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -1.4% |
| 7D | -11.7% | -10.3% | -1.4% | -4.2% |
| 30D | -23.3% | -26.1% | +2.8% | -3.8% |
| 3M | -19.2% | -17.8% | -1.4% | -6.4% |
| 6M | -40.1% | -15.6% | -24.6% | -30.8% |
| YTD | +16.9% | +5.4% | +11.5% | +14.3% |
| 1Y | +29.7% | +5.2% | +24.5% | +26.5% |
| 3Y | -4.4% | +139.4% | -143.9% | -49.8% |
| 5Y | +7.1% | +66.7% | -59.6% | -30.6% |
| All | +452.4% | +1,375.1% | -922.7% | -41.0% |
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