-1.2%
QLD vs FIVE
+54.7%
-55.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.5% | -11.7% |
| 7D | -18.6% | -1.7% | -16.8% | -18.1% |
| 30D | -28.3% | +14.9% | -43.2% | -30.2% |
| 3M | -20.4% | +7.6% | -28.0% | -21.9% |
| 6M | -14.3% | +6.4% | -20.7% | -15.6% |
| YTD | +2.8% | +28.1% | -25.3% | -6.4% |
| 1Y | -1.2% | +54.7% | -55.9% | -17.7% |
| All | -1.2% | +54.7% | -55.9% | -17.7% |
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