+62.6%
QLD vs ALLY
-7.4%
+70.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.3% | -11.4% | -11.8% |
| 7D | -18.6% | -1.1% | -17.4% | -17.9% |
| 30D | -28.3% | +4.2% | -32.5% | -30.2% |
| 3M | -20.4% | -12.4% | -8.0% | -13.5% |
| 6M | -14.3% | -8.7% | -5.6% | -9.6% |
| YTD | +2.8% | -11.6% | +14.4% | +9.8% |
| 1Y | -1.2% | +0.2% | -1.4% | -3.1% |
| 3Y | +135.3% | +57.1% | +78.2% | +60.2% |
| 5Y | +62.6% | -6.8% | +69.4% | +70.5% |
| All | +62.6% | -7.4% | +70.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling