+1,631.1%
QLD vs CAPR
-75.6%
+1,706.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.6% | -2.0% | +2.5% | +0.6% |
| 30D | -0.1% | +139.2% | -139.3% | -3.1% |
| 3M | -8.4% | -66.4% | +58.0% | -7.3% |
| 6M | +32.2% | -63.1% | +95.3% | +33.2% |
| YTD | +28.9% | -67.4% | +96.3% | +30.1% |
| 1Y | +43.8% | +58.2% | -14.4% | +28.8% |
| 3Y | +176.6% | +42.2% | +134.4% | +135.6% |
| 5Y | +121.6% | +87.3% | +34.3% | +82.5% |
| All | +1,631.1% | -75.6% | +1,706.7% | +1,230.3% |
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