+193.3%
QLD vs AUR
-36.7%
+230.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -3.3% | -8.9% | +5.7% | -1.5% |
| 3M | +1.8% | +4.6% | -2.8% | +0.3% |
| 6M | +29.7% | +44.9% | -15.1% | +17.4% |
| YTD | +25.1% | +64.8% | -39.7% | +9.3% |
| 1Y | +37.1% | +16.4% | +20.8% | +28.8% |
| 3Y | +176.3% | +85.1% | +91.2% | +99.1% |
| 5Y | +121.0% | -36.1% | +157.1% | +67.0% |
| All | +193.3% | -36.7% | +230.0% | +124.9% |
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