+1,502.1%
QLD vs A
+302.9%
+1,199.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -3.0% |
| 7D | +7.0% | -0.5% | +7.5% | +7.5% |
| 30D | -14.3% | 0.0% | -14.3% | -13.8% |
| 3M | -16.0% | +16.7% | -32.7% | -27.5% |
| 6M | -14.2% | +54.8% | -69.1% | -45.3% |
| YTD | +12.8% | +28.8% | -16.0% | -15.1% |
| 1Y | +14.1% | +19.3% | -5.3% | -7.5% |
| 3Y | +146.0% | +65.5% | +80.4% | +29.0% |
| 5Y | +82.0% | +12.1% | +70.0% | +49.4% |
| All | +1,502.1% | +302.9% | +1,199.3% | +302.0% |
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