-15.6%
QLD vs AU
-3.0%
-12.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +0.7% |
| 7D | -10.3% | +16.5% | -26.8% | -15.3% |
| 30D | -26.1% | +3.3% | -29.3% | -27.0% |
| 3M | -17.8% | +6.8% | -24.6% | -21.6% |
| 6M | -15.6% | -3.9% | -11.6% | -16.6% |
| All | -15.6% | -3.0% | -12.6% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling