+81.1%
QLD vs A
+16.0%
+65.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.4% |
| 7D | -1.4% | +4.8% | -6.2% | -4.5% |
| 30D | -19.6% | +5.6% | -25.2% | -22.5% |
| 3M | -14.1% | +23.6% | -37.8% | -26.9% |
| 6M | -13.6% | +56.4% | -70.0% | -40.3% |
| YTD | +12.5% | +33.4% | -20.9% | -12.0% |
| 1Y | +13.1% | +23.7% | -10.6% | -5.8% |
| 3Y | +154.7% | +71.0% | +83.7% | +43.6% |
| 5Y | +81.1% | +16.8% | +64.2% | +54.2% |
| All | +81.1% | +16.0% | +65.1% | +54.2% |
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