+1,520.2%
QLD vs ALL
+371.2%
+1,149.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -1.2% | -2.6% | +1.4% | +0.1% |
| 30D | -15.7% | +12.7% | -28.4% | -21.8% |
| 3M | -10.0% | +0.4% | -10.4% | -11.4% |
| 6M | -11.2% | +23.8% | -35.0% | -25.4% |
| YTD | +16.4% | +27.8% | -11.4% | -5.6% |
| 1Y | +12.7% | +28.9% | -16.2% | -9.4% |
| 3Y | +152.3% | +113.9% | +38.4% | +31.2% |
| 5Y | +91.8% | +157.4% | -65.6% | -19.3% |
| 10Y | +1,520.2% | +369.0% | +1,151.2% | +398.7% |
| All | +1,520.2% | +371.2% | +1,149.1% | +398.7% |
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