+523.3%
ON vs QLD
+1,468.8%
-945.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.2% | -1.8% |
| 7D | +12.2% | +7.0% | +5.2% | +6.9% |
| 30D | -3.1% | -14.3% | +11.2% | +8.8% |
| 3M | -12.9% | -16.0% | +3.1% | -0.4% |
| 6M | -38.6% | -14.2% | -24.4% | -29.8% |
| YTD | +31.2% | +12.8% | +18.5% | +22.1% |
| 1Y | +47.6% | +14.1% | +33.6% | +35.9% |
| 3Y | +6.6% | +146.0% | -139.3% | -45.2% |
| 5Y | +21.3% | +82.0% | -60.8% | -26.3% |
| All | +523.3% | +1,468.8% | -945.5% | -44.0% |
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