+8,329.0%
QLD vs ALL
+729.9%
+7,599.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | -0.1% |
| 7D | -9.4% | +7.5% | -16.9% | -14.0% |
| 30D | -17.1% | +19.7% | -36.8% | -27.4% |
| 3M | -10.4% | +2.9% | -13.3% | -13.8% |
| 6M | +0.7% | +23.5% | -22.8% | -17.3% |
| YTD | +17.7% | +31.1% | -13.4% | -8.8% |
| 1Y | +14.7% | +40.5% | -25.8% | -16.0% |
| 3Y | +169.6% | +117.1% | +52.5% | +35.1% |
| 5Y | +86.7% | +158.6% | -72.0% | -21.8% |
| 10Y | +1,600.8% | +402.4% | +1,198.4% | +332.4% |
| All | +8,329.0% | +729.9% | +7,599.1% | +1,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling