+1,351.8%
QLD vs CHD
+182.8%
+1,169.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | -10.3% | +2.0% | -12.2% | -11.0% |
| 30D | -26.1% | +13.0% | -39.1% | -30.0% |
| 3M | -17.8% | +6.1% | -23.9% | -20.2% |
| 6M | -15.6% | +15.9% | -31.4% | -21.9% |
| YTD | +5.4% | +31.6% | -26.2% | -9.0% |
| 1Y | +5.2% | +28.5% | -23.2% | -8.3% |
| 3Y | +139.4% | +30.5% | +109.0% | +95.3% |
| 5Y | +66.7% | +30.7% | +36.0% | +31.1% |
| All | +1,351.8% | +182.8% | +1,169.0% | +694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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