+1,646.5%
QLD vs DVA
+178.6%
+1,467.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.6% |
| 7D | +3.0% | +2.2% | +0.7% | +2.2% |
| 30D | -1.8% | -2.0% | +0.2% | -1.2% |
| 3M | -1.8% | -6.3% | +4.5% | -1.0% |
| 6M | +36.9% | +19.4% | +17.5% | +25.0% |
| YTD | +28.7% | +58.5% | -29.8% | +3.3% |
| 1Y | +41.9% | +33.9% | +8.0% | +21.4% |
| 3Y | +184.2% | +88.4% | +95.8% | +98.6% |
| 5Y | +122.1% | +39.5% | +82.6% | +71.5% |
| 10Y | +1,646.5% | +179.5% | +1,467.0% | +859.7% |
| All | +1,646.5% | +178.6% | +1,467.9% | +859.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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