+1,628.2%
QLD vs LOW
+224.7%
+1,403.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.7% |
| 7D | +0.6% | -1.7% | +2.3% | +2.0% |
| 30D | -0.1% | -7.0% | +6.9% | +5.7% |
| 3M | -8.4% | -0.9% | -7.5% | -9.4% |
| 6M | +32.2% | -20.1% | +52.3% | +55.2% |
| YTD | +28.9% | -13.9% | +42.8% | +40.6% |
| 1Y | +43.8% | -21.1% | +65.0% | +67.4% |
| 3Y | +176.6% | -6.6% | +183.2% | +171.3% |
| 5Y | +121.6% | +9.4% | +112.2% | +94.6% |
| All | +1,628.2% | +224.7% | +1,403.6% | +671.7% |
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