+1,627.6%
QLD vs LYB
+49.7%
+1,577.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | -3.3% | +1.5% | -4.8% | -4.3% |
| 3M | +1.8% | -0.3% | +2.1% | +0.5% |
| 6M | +29.7% | +0.1% | +29.7% | +22.6% |
| YTD | +25.1% | +53.4% | -28.3% | -8.6% |
| 1Y | +37.1% | +25.6% | +11.5% | +10.9% |
| 3Y | +176.3% | -21.3% | +197.6% | +185.3% |
| 5Y | +121.0% | -2.4% | +123.4% | +101.1% |
| All | +1,627.6% | +49.7% | +1,577.9% | +1,133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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