+1,520.2%
QLD vs CHD
+196.6%
+1,323.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | -15.7% | +12.2% | -27.9% | -19.9% |
| 3M | -10.0% | +9.3% | -19.4% | -13.7% |
| 6M | -11.2% | +24.3% | -35.5% | -20.3% |
| YTD | +16.4% | +34.9% | -18.5% | -0.4% |
| 1Y | +12.7% | +32.7% | -20.0% | -3.1% |
| 3Y | +152.3% | +29.4% | +122.9% | +108.1% |
| 5Y | +91.8% | +31.7% | +60.1% | +51.1% |
| 10Y | +1,520.2% | +191.7% | +1,328.6% | +782.7% |
| All | +1,520.2% | +196.6% | +1,323.7% | +782.7% |
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