+1,631.1%
QLD vs ALL
+370.7%
+1,260.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.1% |
| 7D | +0.6% | 0.0% | +0.5% | +0.5% |
| 30D | -0.1% | -1.5% | +1.4% | +0.3% |
| 3M | -8.4% | +23.6% | -32.0% | -21.9% |
| 6M | +32.2% | +22.3% | +9.9% | +12.7% |
| YTD | +28.9% | +26.5% | +2.4% | +6.4% |
| 1Y | +43.8% | +27.0% | +16.8% | +17.1% |
| 3Y | +176.6% | +149.6% | +27.0% | +27.6% |
| 5Y | +121.6% | +118.1% | +3.5% | +9.1% |
| All | +1,631.1% | +370.7% | +1,260.4% | +399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling