+176.5%
QLD vs COMP
-52.8%
+229.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | 0.0% |
| 7D | -9.4% | +9.5% | -18.9% | -11.5% |
| 30D | -17.1% | +8.1% | -25.1% | -19.0% |
| 3M | -10.4% | -16.3% | +5.9% | -7.2% |
| 6M | +0.7% | +42.2% | -41.5% | -10.1% |
| YTD | +17.7% | -5.0% | +22.8% | +14.6% |
| 1Y | +14.7% | +20.1% | -5.4% | +5.0% |
| 3Y | +169.6% | +358.4% | -188.8% | +57.4% |
| 5Y | +86.7% | -21.9% | +108.6% | +48.7% |
| All | +176.5% | -52.8% | +229.3% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling