+1,631.1%
QLD vs ALLY
+191.1%
+1,440.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.6% | +3.7% | -3.1% | -1.5% |
| 30D | -0.1% | -2.3% | +2.1% | +1.2% |
| 3M | -8.4% | +3.8% | -12.2% | -10.3% |
| 6M | +32.2% | +9.7% | +22.5% | +24.7% |
| YTD | +28.9% | -1.4% | +30.3% | +28.8% |
| 1Y | +43.8% | +8.2% | +35.6% | +35.4% |
| 3Y | +176.6% | +66.5% | +110.1% | +96.3% |
| 5Y | +121.6% | +1.2% | +120.4% | +104.6% |
| All | +1,631.1% | +191.1% | +1,440.0% | +906.2% |
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