+122.1%
QLD vs AUR
-34.2%
+156.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.8% |
| 7D | +3.0% | +19.2% | -16.3% | -1.3% |
| 30D | -1.8% | -7.8% | +6.0% | -0.3% |
| 3M | -1.8% | +4.0% | -5.8% | -3.1% |
| 6M | +36.9% | +45.0% | -8.1% | +23.8% |
| YTD | +28.7% | +69.5% | -40.8% | +11.7% |
| 1Y | +41.9% | +13.0% | +28.9% | +34.0% |
| 3Y | +184.2% | +90.4% | +93.9% | +103.4% |
| 5Y | +122.1% | -34.2% | +156.3% | +59.0% |
| All | +122.1% | -34.2% | +156.4% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling