+14.1%
QLD vs ALL
+30.2%
-16.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.2% |
| 7D | +7.0% | +5.0% | +2.0% | +10.3% |
| 30D | -14.3% | +13.3% | -27.6% | -6.9% |
| 3M | -16.0% | +3.2% | -19.2% | -13.4% |
| 6M | -14.2% | +25.3% | -39.6% | 0.0% |
| YTD | +12.8% | +30.5% | -17.7% | +33.0% |
| 1Y | +14.1% | +29.2% | -15.1% | +34.2% |
| All | +14.1% | +30.2% | -16.1% | +34.2% |
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