+1,315.8%
QLD vs FIVE
+566.1%
+749.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.5% | -10.8% |
| 7D | -18.6% | -1.7% | -16.8% | -17.8% |
| 30D | -28.3% | +14.9% | -43.2% | -32.7% |
| 3M | -20.4% | +7.6% | -28.0% | -23.8% |
| 6M | -14.3% | +6.4% | -20.7% | -18.6% |
| YTD | +2.8% | +28.1% | -25.3% | -11.3% |
| 1Y | -1.2% | +54.7% | -55.9% | -22.1% |
| 3Y | +135.3% | +36.1% | +99.3% | +75.3% |
| 5Y | +62.6% | +14.9% | +47.7% | +28.7% |
| All | +1,315.8% | +566.1% | +749.7% | +577.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling