+40.3%
QLD vs AUR
+13.8%
+26.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +1.9% | +11.1% | -9.2% | -1.6% |
| 30D | -1.8% | -6.9% | +5.1% | +0.1% |
| 3M | -0.1% | +5.5% | -5.6% | -2.4% |
| 6M | +32.6% | +41.0% | -8.4% | +16.0% |
| YTD | +27.9% | +69.3% | -41.4% | +5.0% |
| 1Y | +40.3% | +14.0% | +26.2% | +30.2% |
| All | +40.3% | +13.8% | +26.4% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling