+8,229.2%
QLD vs AU
+181.3%
+8,047.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.0% |
| 7D | -1.2% | +4.7% | -5.8% | -2.0% |
| 30D | -15.7% | -1.5% | -14.2% | -15.5% |
| 3M | -10.0% | -5.0% | -5.0% | -9.6% |
| 6M | -11.2% | -13.5% | +2.3% | -9.6% |
| YTD | +16.4% | +11.7% | +4.6% | +12.3% |
| 1Y | +12.7% | +21.3% | -8.6% | +7.0% |
| 3Y | +152.3% | +545.0% | -392.7% | +73.2% |
| 5Y | +91.8% | +412.0% | -320.2% | +32.7% |
| 10Y | +1,520.2% | +899.1% | +621.2% | +792.7% |
| All | +8,229.2% | +181.3% | +8,047.9% | +4,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling