+1,351.8%
QLD vs P
+713.7%
+638.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +0.8% |
| 7D | -10.3% | -23.8% | +13.5% | +2.0% |
| 30D | -26.1% | -36.6% | +10.6% | -8.4% |
| 3M | -17.8% | +10.9% | -28.6% | -24.6% |
| 6M | -15.6% | +30.0% | -45.5% | -30.4% |
| YTD | +5.4% | +44.4% | -39.0% | -19.1% |
| 1Y | +5.2% | +3.9% | +1.3% | -8.2% |
| 3Y | +139.4% | +176.6% | -37.1% | +10.1% |
| 5Y | +66.7% | +249.3% | -182.6% | -33.1% |
| All | +1,351.8% | +713.7% | +638.1% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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