+9,127.5%
QLD vs A
+687.9%
+8,439.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +0.6% | -1.9% | +2.5% | +2.4% |
| 30D | -0.1% | +6.9% | -7.0% | -6.5% |
| 3M | -8.4% | +9.2% | -17.6% | -16.8% |
| 6M | +32.2% | +25.7% | +6.5% | +2.0% |
| YTD | +28.9% | +11.5% | +17.4% | +10.7% |
| 1Y | +43.8% | +18.4% | +25.5% | +15.1% |
| 3Y | +176.6% | +26.6% | +150.0% | +94.9% |
| 5Y | +121.6% | -12.8% | +134.4% | +130.4% |
| 10Y | +1,652.9% | +247.2% | +1,405.7% | +412.8% |
| All | +9,127.5% | +687.9% | +8,439.6% | +1,084.2% |
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 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