+1,418.0%
QLD vs CHD
+181.4%
+1,236.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.7% |
| 30D | -19.6% | +13.5% | -33.0% | -24.0% |
| 3M | -14.1% | +8.1% | -22.3% | -17.3% |
| 6M | -13.6% | +19.9% | -33.5% | -21.3% |
| YTD | +12.5% | +34.0% | -21.5% | -3.5% |
| 1Y | +13.1% | +29.8% | -16.7% | -1.8% |
| 3Y | +154.7% | +28.7% | +126.0% | +110.5% |
| 5Y | +81.1% | +31.8% | +49.3% | +42.3% |
| 10Y | +1,418.0% | +178.2% | +1,239.8% | +737.7% |
| All | +1,418.0% | +181.4% | +1,236.6% | +737.7% |
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