+1,502.1%
QLD vs ALLY
+174.3%
+1,327.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -14.3% | +5.2% | -19.6% | -16.9% |
| 3M | -16.0% | -13.3% | -2.7% | -9.0% |
| 6M | -14.2% | -6.7% | -7.6% | -11.1% |
| YTD | +12.8% | -12.8% | +25.6% | +20.6% |
| 1Y | +14.1% | +0.7% | +13.4% | +12.1% |
| 3Y | +146.0% | +65.2% | +80.7% | +75.7% |
| 5Y | +82.0% | -10.1% | +92.2% | +80.7% |
| All | +1,502.1% | +174.3% | +1,327.9% | +856.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling