+1,351.8%
QLD vs CB
+248.0%
+1,103.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.6% |
| 7D | -10.3% | +0.2% | -10.5% | -10.4% |
| 30D | -26.1% | +9.1% | -35.1% | -30.1% |
| 3M | -17.8% | +3.4% | -21.2% | -20.0% |
| 6M | -15.6% | +14.1% | -29.7% | -24.4% |
| YTD | +5.4% | +18.0% | -12.6% | -8.8% |
| 1Y | +5.2% | +30.1% | -24.9% | -15.1% |
| 3Y | +139.4% | +71.8% | +67.7% | +51.5% |
| 5Y | +66.7% | +101.8% | -35.1% | -7.0% |
| All | +1,351.8% | +248.0% | +1,103.8% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling