+6,776.1%
QLD vs CAPR
-99.1%
+6,875.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.7% |
| 7D | -9.4% | +43.2% | -52.6% | -10.1% |
| 30D | -17.1% | +14.7% | -31.7% | -17.4% |
| 3M | -10.4% | +113.9% | -124.3% | -12.3% |
| 6M | +0.7% | -73.4% | +74.1% | +1.9% |
| YTD | +17.7% | -69.1% | +86.8% | +18.5% |
| 1Y | +14.7% | +47.2% | -32.5% | +6.2% |
| 3Y | +169.6% | +210.8% | -41.2% | +138.6% |
| 5Y | +86.7% | +134.1% | -47.5% | +64.3% |
| 10Y | +1,600.8% | -67.3% | +1,668.1% | +1,326.1% |
| All | +6,776.1% | -99.1% | +6,875.2% | +5,356.4% |
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