+4,857.4%
QLD vs FIVE
+867.4%
+3,990.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | -0.8% |
| 7D | -9.4% | +7.5% | -16.9% | -12.1% |
| 30D | -17.1% | +16.7% | -33.8% | -22.3% |
| 3M | -10.4% | +13.4% | -23.8% | -15.8% |
| 6M | +0.7% | +9.0% | -8.3% | -4.9% |
| YTD | +17.7% | +33.8% | -16.0% | +1.5% |
| 1Y | +14.7% | +61.2% | -46.5% | -8.7% |
| 3Y | +169.6% | +42.1% | +127.5% | +103.7% |
| 5Y | +86.7% | +21.4% | +65.2% | +48.6% |
| 10Y | +1,600.8% | +609.1% | +991.7% | +655.2% |
| All | +4,857.4% | +867.4% | +3,990.0% | +1,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling