+67.2%
QLD vs A
+15.4%
+51.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.2% |
| 7D | -10.3% | -0.1% | -10.2% | -10.0% |
| 30D | -26.1% | +3.4% | -29.4% | -27.6% |
| 3M | -17.8% | +23.8% | -41.6% | -30.2% |
| 6M | -15.6% | +49.0% | -64.6% | -39.5% |
| YTD | +5.4% | +29.4% | -24.0% | -15.7% |
| 1Y | +5.2% | +19.4% | -14.1% | -10.1% |
| 3Y | +139.4% | +66.2% | +73.3% | +37.6% |
| All | +67.2% | +15.4% | +51.8% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling