+81.1%
QLD vs ALL
+145.6%
-64.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | -1.4% | -3.9% | +2.4% | -0.6% |
| 30D | -19.6% | +10.6% | -30.2% | -21.6% |
| 3M | -14.1% | -4.6% | -9.6% | -13.5% |
| 6M | -13.6% | +20.2% | -33.8% | -19.8% |
| YTD | +12.5% | +23.7% | -11.2% | +2.6% |
| 1Y | +13.1% | +27.9% | -14.7% | +1.5% |
| 3Y | +154.7% | +109.2% | +45.6% | +76.9% |
| 5Y | +81.1% | +148.0% | -66.9% | +19.2% |
| All | +81.1% | +145.6% | -64.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling