+82.1%
QLD vs LOW
+6.6%
+75.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.0% | +1.4% | +5.6% | +6.0% |
| 30D | -14.3% | +21.7% | -36.0% | -27.1% |
| 3M | -16.0% | +5.0% | -21.0% | -20.0% |
| 6M | -14.2% | +4.6% | -18.8% | -19.5% |
| YTD | +12.8% | -3.5% | +16.2% | +11.1% |
| 1Y | +14.1% | +0.5% | +13.5% | +7.4% |
| 3Y | +146.0% | +24.8% | +121.2% | +72.6% |
| All | +82.1% | +6.6% | +75.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling