+139.4%
QLD vs CHD
+30.6%
+108.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.1% |
| 7D | -10.3% | +2.0% | -12.2% | -9.8% |
| 30D | -26.1% | +13.0% | -39.1% | -23.9% |
| 3M | -17.8% | +6.1% | -23.9% | -16.4% |
| 6M | -15.6% | +15.9% | -31.4% | -12.4% |
| YTD | +5.4% | +31.6% | -26.2% | +11.4% |
| 1Y | +5.2% | +28.5% | -23.2% | +11.0% |
| 3Y | +139.4% | +30.5% | +109.0% | +146.8% |
| All | +139.4% | +30.6% | +108.9% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling