+122.1%
QLD vs AU
+676.5%
-554.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | +3.0% | -0.3% | +3.2% | +3.0% |
| 30D | -1.8% | +12.8% | -14.6% | -4.5% |
| 3M | -1.8% | +28.5% | -30.3% | -7.2% |
| 6M | +36.9% | +4.8% | +32.1% | +33.8% |
| YTD | +28.7% | +31.0% | -2.3% | +20.1% |
| 1Y | +41.9% | +81.4% | -39.5% | +24.3% |
| 3Y | +184.2% | +618.4% | -434.2% | +84.0% |
| 5Y | +122.1% | +686.3% | -564.2% | +33.7% |
| All | +122.1% | +676.5% | -554.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling