+133.5%
QLD vs FIVE
+35.4%
+98.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.3% | -8.5% | -11.5% |
| 7D | -18.6% | -1.7% | -16.8% | -18.0% |
| 30D | -28.3% | +14.9% | -43.2% | -31.0% |
| 3M | -20.4% | +7.6% | -28.0% | -22.4% |
| 6M | -14.3% | +6.4% | -20.7% | -16.7% |
| YTD | +2.8% | +28.1% | -25.3% | -5.9% |
| 1Y | -1.2% | +54.7% | -55.9% | -14.6% |
| All | +133.5% | +35.4% | +98.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling