+160.6%
QLD vs AUR
-54.5%
+215.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -3.8% | +6.6% | -10.3% | -5.3% |
| 30D | -20.5% | -22.0% | +1.4% | -16.1% |
| 3M | -14.6% | -34.8% | +20.2% | -6.5% |
| 6M | -14.7% | -35.7% | +21.1% | -6.7% |
| YTD | +11.2% | +18.5% | -7.3% | +4.4% |
| 1Y | +7.1% | +4.4% | +2.7% | +3.1% |
| 3Y | +141.1% | +150.7% | -9.6% | +61.1% |
| 5Y | +84.3% | -53.6% | +137.9% | +49.4% |
| All | +160.6% | -54.5% | +215.1% | +114.8% |
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