+1,351.8%
QLD vs ALLY
+189.4%
+1,162.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -10.3% | +0.9% | -11.2% | -10.8% |
| 30D | -26.1% | +3.1% | -29.1% | -27.4% |
| 3M | -17.8% | -12.6% | -5.2% | -11.4% |
| 6M | -15.6% | -12.4% | -3.1% | -9.4% |
| YTD | +5.4% | -13.2% | +18.5% | +12.9% |
| 1Y | +5.2% | +1.8% | +3.4% | +2.7% |
| 3Y | +139.4% | +58.0% | +81.5% | +75.9% |
| 5Y | +66.7% | -8.4% | +75.1% | +63.9% |
| All | +1,351.8% | +189.4% | +1,162.5% | +847.3% |
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