+1,631.1%
QLD vs CB
+218.6%
+1,412.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -0.1% | -3.1% | +3.0% | +1.6% |
| 3M | -8.4% | +9.0% | -17.3% | -15.1% |
| 6M | +32.2% | +2.9% | +29.4% | +26.6% |
| YTD | +28.9% | +10.1% | +18.8% | +17.0% |
| 1Y | +43.8% | +22.8% | +21.0% | +20.1% |
| 3Y | +176.6% | +73.8% | +102.8% | +71.9% |
| 5Y | +121.6% | +99.2% | +22.4% | +24.0% |
| All | +1,631.1% | +218.6% | +1,412.5% | +600.9% |
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