+14.7%
QLD vs FIVE
+63.3%
-48.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.5% |
| 7D | -9.4% | +7.5% | -16.9% | -10.7% |
| 30D | -17.1% | +16.7% | -33.8% | -19.7% |
| 3M | -10.4% | +13.4% | -23.8% | -13.4% |
| 6M | +0.7% | +9.0% | -8.3% | -1.3% |
| YTD | +17.7% | +33.8% | -16.0% | +6.1% |
| 1Y | +14.7% | +61.2% | -46.5% | -5.3% |
| All | +14.7% | +63.3% | -48.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling