+7,427.5%
QLD vs CAPR
-99.1%
+7,526.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -8.4% | -66.4% | +58.0% | -7.6% |
| 6M | +32.2% | -63.1% | +95.3% | +32.9% |
| YTD | +28.9% | -67.4% | +96.3% | +29.8% |
| 1Y | +43.8% | +58.2% | -14.4% | +33.0% |
| 3Y | +176.6% | +42.2% | +134.4% | +149.2% |
| 5Y | +121.6% | +87.3% | +34.3% | +96.2% |
| 10Y | +1,652.9% | -75.3% | +1,728.2% | +1,374.8% |
| All | +7,427.5% | -99.1% | +7,526.6% | +5,876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling