+14.7%
QLD vs A
+24.4%
-9.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -9.4% | -2.4% | -7.0% | -8.6% |
| 30D | -17.1% | +3.6% | -20.6% | -17.9% |
| 3M | -10.4% | +27.5% | -37.9% | -17.1% |
| 6M | +0.7% | +58.5% | -57.7% | -14.8% |
| YTD | +17.7% | +31.2% | -13.4% | +9.2% |
| 1Y | +14.7% | +22.2% | -7.5% | +9.7% |
| All | +14.7% | +24.4% | -9.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling