+133.5%
QLD vs CAPR
+200.7%
-67.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.1% | -12.7% |
| 7D | -18.6% | +29.7% | -48.3% | -18.8% |
| 30D | -28.3% | +11.0% | -39.2% | -28.4% |
| 3M | -20.4% | +118.8% | -139.2% | -21.2% |
| 6M | -14.3% | -73.9% | +59.6% | -13.7% |
| YTD | +2.8% | -70.2% | +73.0% | +3.3% |
| 1Y | -1.2% | +38.3% | -39.5% | -4.9% |
| All | +133.5% | +200.7% | -67.2% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling