+1,502.1%
QLD vs ALL
+377.9%
+1,124.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.7% |
| 7D | +7.0% | +5.0% | +2.0% | +4.0% |
| 30D | -14.3% | +13.3% | -27.6% | -20.8% |
| 3M | -16.0% | +3.2% | -19.2% | -18.5% |
| 6M | -14.2% | +25.3% | -39.6% | -28.4% |
| YTD | +12.8% | +30.5% | -17.7% | -9.6% |
| 1Y | +14.1% | +29.2% | -15.1% | -8.2% |
| 3Y | +146.0% | +119.1% | +26.8% | +26.0% |
| 5Y | +82.0% | +162.6% | -80.6% | -24.3% |
| All | +1,502.1% | +377.9% | +1,124.2% | +374.3% |
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