+1,502.1%
QLD vs AU
+818.2%
+683.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | +7.0% | -7.2% | +14.2% | +8.1% |
| 30D | -14.3% | -2.9% | -11.4% | -14.0% |
| 3M | -16.0% | -8.7% | -7.3% | -15.2% |
| 6M | -14.2% | -14.1% | -0.1% | -13.0% |
| YTD | +12.8% | +4.8% | +8.0% | +11.0% |
| 1Y | +14.1% | +11.9% | +2.2% | +11.4% |
| 3Y | +146.0% | +513.8% | -367.8% | +93.3% |
| 5Y | +82.0% | +379.3% | -297.2% | +42.7% |
| All | +1,502.1% | +818.2% | +683.9% | +1,224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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