+1,351.8%
QLD vs A
+319.7%
+1,032.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.9% |
| 7D | -10.3% | -0.1% | -10.2% | -9.9% |
| 30D | -26.1% | +3.4% | -29.4% | -28.0% |
| 3M | -17.8% | +23.8% | -41.6% | -32.9% |
| 6M | -15.6% | +49.0% | -64.6% | -44.2% |
| YTD | +5.4% | +29.4% | -24.0% | -20.9% |
| 1Y | +5.2% | +19.4% | -14.1% | -14.7% |
| 3Y | +139.4% | +66.2% | +73.3% | +25.3% |
| 5Y | +66.7% | +15.8% | +50.9% | +31.8% |
| All | +1,351.8% | +319.7% | +1,032.1% | +276.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling