+147.5%
QLD vs COMP
-52.0%
+199.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | -0.1% |
| 7D | -10.3% | +13.4% | -23.7% | -13.0% |
| 30D | -26.1% | +11.1% | -37.2% | -28.2% |
| 3M | -17.8% | -18.8% | +1.1% | -14.0% |
| 6M | -15.6% | +10.5% | -26.1% | -19.1% |
| YTD | +5.4% | -3.4% | +8.8% | +2.2% |
| 1Y | +5.2% | +19.7% | -14.5% | -3.5% |
| 3Y | +139.4% | +381.6% | -242.2% | +38.1% |
| 5Y | +66.7% | -17.6% | +84.3% | +31.8% |
| All | +147.5% | -52.0% | +199.4% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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