+1,351.8%
QLD vs LOW
+304.2%
+1,047.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.5% |
| 7D | -10.3% | +7.4% | -17.7% | -15.6% |
| 30D | -26.1% | +24.5% | -50.5% | -38.8% |
| 3M | -17.8% | +3.5% | -21.2% | -21.4% |
| 6M | -15.6% | -2.6% | -13.0% | -16.6% |
| YTD | +5.4% | -4.8% | +10.2% | +4.4% |
| 1Y | +5.2% | -0.8% | +6.0% | 0.0% |
| 3Y | +139.4% | +22.8% | +116.6% | +82.9% |
| 5Y | +66.7% | +5.3% | +61.4% | +48.6% |
| All | +1,351.8% | +304.2% | +1,047.6% | +483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling