+5,900.9%
QLD vs CAPR
-99.1%
+6,000.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.1% | -12.7% |
| 7D | -18.6% | +29.7% | -48.3% | -19.0% |
| 30D | -28.3% | +11.0% | -39.2% | -28.5% |
| 3M | -20.4% | +118.8% | -139.2% | -22.1% |
| 6M | -14.3% | -73.9% | +59.6% | -13.3% |
| YTD | +2.8% | -70.2% | +73.0% | +3.5% |
| 1Y | -1.2% | +38.3% | -39.5% | -8.4% |
| 3Y | +135.3% | +199.7% | -64.3% | +108.4% |
| 5Y | +62.6% | +130.6% | -68.0% | +43.2% |
| 10Y | +1,384.3% | -68.5% | +1,452.8% | +1,145.6% |
| All | +5,900.9% | -99.1% | +6,000.1% | +4,665.9% |
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