+1,628.2%
QLD vs CHD
+123.3%
+1,504.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.6% | -2.7% | +3.2% | +1.7% |
| 30D | -0.1% | -4.6% | +4.5% | +1.7% |
| 3M | -8.4% | +5.0% | -13.4% | -11.3% |
| 6M | +32.2% | -3.2% | +35.4% | +32.6% |
| YTD | +28.9% | +18.6% | +10.3% | +16.6% |
| 1Y | +43.8% | +4.8% | +39.0% | +37.4% |
| 3Y | +176.6% | +6.1% | +170.5% | +151.0% |
| 5Y | +121.6% | +24.0% | +97.6% | +76.4% |
| All | +1,628.2% | +123.3% | +1,504.9% | +948.7% |
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