+7.7%
QLD vs ALL
+29.9%
-22.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | +0.6% |
| 7D | -3.8% | -0.1% | -3.6% | -3.8% |
| 30D | -20.5% | +13.8% | -34.4% | -13.4% |
| 3M | -14.6% | -2.8% | -11.9% | -15.3% |
| 6M | -14.7% | +23.7% | -38.3% | -1.5% |
| YTD | +11.2% | +27.3% | -16.1% | +29.4% |
| All | +7.7% | +29.9% | -22.3% | +25.6% |
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