+147.0%
QLD vs AUR
-55.9%
+202.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +0.3% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -26.1% | -22.9% | -3.2% | -21.7% |
| 3M | -17.8% | -35.0% | +17.2% | -9.9% |
| 6M | -15.6% | -39.3% | +23.8% | -6.5% |
| YTD | +5.4% | +14.8% | -9.5% | -0.4% |
| 1Y | +5.2% | +4.3% | +1.0% | +1.4% |
| 3Y | +139.4% | +125.0% | +14.4% | +64.1% |
| 5Y | +66.7% | -55.9% | +122.6% | +36.6% |
| All | +147.0% | -55.9% | +202.9% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling