+67.2%
QLD vs FIVE
+14.2%
+53.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -10.3% | -0.3% | -10.0% | -10.0% |
| 30D | -26.1% | +17.7% | -43.7% | -31.1% |
| 3M | -17.8% | +4.0% | -21.7% | -19.9% |
| 6M | -15.6% | +2.6% | -18.2% | -18.3% |
| YTD | +5.4% | +27.6% | -22.2% | -8.5% |
| 1Y | +5.2% | +59.9% | -54.7% | -18.0% |
| 3Y | +139.4% | +35.8% | +103.7% | +85.1% |
| All | +67.2% | +14.2% | +53.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling