+7.1%
QLD vs CAPR
+47.8%
-40.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.9% | +8.7% | -1.2% |
| 7D | -3.8% | +7.6% | -11.4% | -3.8% |
| 30D | -20.5% | +13.3% | -33.8% | -20.6% |
| 3M | -14.6% | +130.4% | -145.0% | -14.8% |
| 6M | -14.7% | -70.8% | +56.1% | -14.5% |
| YTD | +11.2% | -69.3% | +80.5% | +11.4% |
| 1Y | +7.1% | +59.5% | -52.4% | +7.0% |
| All | +7.1% | +47.8% | -40.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling