+1,418.0%
QLD vs CAPR
-64.9%
+1,482.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.6% | +6.5% |
| 7D | -1.4% | +36.0% | -37.5% | -2.3% |
| 30D | -19.6% | +25.8% | -45.4% | -20.2% |
| 3M | -14.1% | +140.8% | -155.0% | -16.8% |
| 6M | -13.6% | -67.6% | +54.0% | -12.7% |
| YTD | +12.5% | -65.9% | +78.4% | +13.2% |
| 1Y | +13.1% | +66.1% | -53.0% | +1.3% |
| 3Y | +154.7% | +256.9% | -102.2% | +109.2% |
| 5Y | +81.1% | +172.1% | -91.0% | +47.1% |
| 10Y | +1,418.0% | -64.7% | +1,482.7% | +1,019.0% |
| All | +1,418.0% | -64.9% | +1,482.9% | +1,019.0% |
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