+7,256.1%
QLD vs A
+798.4%
+6,457.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -9.9% |
| 7D | -18.6% | -5.2% | -13.4% | -14.0% |
| 30D | -28.3% | +1.4% | -29.7% | -28.9% |
| 3M | -20.4% | +21.9% | -42.3% | -34.1% |
| 6M | -14.3% | +46.7% | -60.9% | -42.5% |
| YTD | +2.8% | +27.2% | -24.4% | -22.0% |
| 1Y | -1.2% | +17.9% | -19.1% | -19.6% |
| 3Y | +135.3% | +61.1% | +74.2% | +32.4% |
| 5Y | +62.6% | +13.8% | +48.7% | +30.9% |
| 10Y | +1,384.3% | +318.8% | +1,065.5% | +265.2% |
| All | +7,256.1% | +798.4% | +6,457.7% | +734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling