+1,351.8%
QLD vs CAPR
-68.5%
+1,420.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.4% |
| 7D | -10.3% | +41.1% | -51.3% | -11.2% |
| 30D | -26.1% | +11.1% | -37.2% | -26.4% |
| 3M | -17.8% | +115.3% | -133.1% | -20.1% |
| 6M | -15.6% | -73.8% | +58.3% | -14.2% |
| YTD | +5.4% | -68.8% | +74.2% | +6.3% |
| 1Y | +5.2% | +43.3% | -38.1% | -5.3% |
| 3Y | +139.4% | +214.7% | -75.2% | +97.5% |
| 5Y | +66.7% | +141.3% | -74.6% | +35.9% |
| All | +1,351.8% | -68.5% | +1,420.4% | +979.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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