+5.2%
QLD vs ALL
+28.6%
-23.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | -0.2% |
| 7D | -10.3% | -1.9% | -8.3% | -11.2% |
| 30D | -26.1% | +13.8% | -39.8% | -19.5% |
| 3M | -17.8% | -7.0% | -10.8% | -20.6% |
| 6M | -15.6% | +18.0% | -33.6% | -4.8% |
| YTD | +5.4% | +24.2% | -18.8% | +20.5% |
| 1Y | +5.2% | +31.2% | -25.9% | +22.3% |
| All | +5.2% | +28.6% | -23.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling