+139.4%
QLD vs AXON
+42.7%
+96.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -18.2% | +20.7% | +6.9% |
| 7D | -10.3% | -26.8% | +16.6% | -3.5% |
| 30D | -26.1% | -22.9% | -3.2% | -21.6% |
| 3M | -17.8% | -40.1% | +22.3% | -8.0% |
| 6M | -15.6% | -18.9% | +3.3% | -14.7% |
| YTD | +5.4% | -44.9% | +50.3% | +17.1% |
| 1Y | +5.2% | -46.7% | +51.9% | +18.0% |
| 3Y | +139.4% | +44.3% | +95.1% | +95.0% |
| All | +139.4% | +42.7% | +96.8% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling