+133.5%
QLD vs A
+61.4%
+72.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -11.1% |
| 7D | -18.6% | -5.2% | -13.4% | -16.0% |
| 30D | -28.3% | +1.4% | -29.7% | -28.5% |
| 3M | -20.4% | +21.9% | -42.3% | -28.2% |
| 6M | -14.3% | +46.7% | -60.9% | -31.2% |
| YTD | +2.8% | +27.2% | -24.4% | -10.3% |
| 1Y | -1.2% | +17.9% | -19.1% | -9.7% |
| All | +133.5% | +61.4% | +72.1% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling