+67.2%
QLD vs CAPR
+142.6%
-75.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.5% |
| 7D | -10.3% | +41.1% | -51.3% | -10.9% |
| 30D | -26.1% | +11.1% | -37.2% | -26.3% |
| 3M | -17.8% | +115.3% | -133.1% | -19.3% |
| 6M | -15.6% | -73.8% | +58.3% | -14.6% |
| YTD | +5.4% | -68.8% | +74.2% | +6.1% |
| 1Y | +5.2% | +43.3% | -38.1% | -2.0% |
| 3Y | +139.4% | +214.7% | -75.2% | +78.0% |
| All | +67.2% | +142.6% | -75.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling