+164.3%
QLD vs AUR
-57.9%
+222.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -1.7% |
| 7D | +7.0% | -4.5% | +11.5% | +8.2% |
| 30D | -14.3% | -16.6% | +2.3% | -10.8% |
| 3M | -16.0% | -38.5% | +22.5% | -6.7% |
| 6M | -14.2% | -49.9% | +35.6% | -0.5% |
| YTD | +12.8% | +9.6% | +3.1% | +7.8% |
| 1Y | +14.1% | +1.2% | +12.9% | +10.7% |
| 3Y | +146.0% | +128.8% | +17.2% | +67.9% |
| 5Y | +82.0% | -57.9% | +139.9% | +50.5% |
| All | +164.3% | -57.9% | +222.2% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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