+86.6%
QLD vs CHD
+30.9%
+55.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +12.5% | +0.4% | +12.1% | +12.4% |
| 30D | -15.7% | +11.6% | -27.3% | -16.7% |
| 3M | -11.9% | +10.7% | -22.6% | -12.9% |
| 6M | -10.3% | +20.2% | -30.5% | -12.7% |
| YTD | +15.6% | +34.5% | -18.9% | +9.4% |
| 1Y | +12.1% | +32.6% | -20.4% | +6.4% |
| 3Y | +150.7% | +29.1% | +121.6% | +126.0% |
| 5Y | +86.6% | +31.5% | +55.1% | +60.9% |
| All | +86.6% | +30.9% | +55.7% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling