+5,327.1%
QLD vs FIVE
+868.1%
+4,458.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.7% |
| 7D | +0.6% | +4.3% | -3.7% | -1.2% |
| 30D | -0.1% | +12.5% | -12.6% | -5.3% |
| 3M | -8.4% | +31.2% | -39.6% | -18.8% |
| 6M | +32.2% | +14.4% | +17.8% | +22.4% |
| YTD | +28.9% | +33.9% | -5.0% | +11.7% |
| 1Y | +43.8% | +65.1% | -21.2% | +13.6% |
| 3Y | +176.6% | +49.0% | +127.6% | +105.4% |
| 5Y | +121.6% | +30.3% | +91.3% | +72.2% |
| 10Y | +1,652.9% | +481.1% | +1,171.8% | +719.8% |
| All | +5,327.1% | +868.1% | +4,458.9% | +2,027.7% |
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 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