+139.4%
QLD vs P
+175.5%
-36.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.2% |
| 7D | -10.3% | -23.8% | +13.5% | -0.6% |
| 30D | -26.1% | -36.6% | +10.6% | -12.4% |
| 3M | -17.8% | +10.9% | -28.6% | -22.8% |
| 6M | -15.6% | +30.0% | -45.5% | -27.0% |
| YTD | +5.4% | +44.4% | -39.0% | -13.7% |
| 1Y | +5.2% | +3.9% | +1.3% | -4.6% |
| 3Y | +139.4% | +176.6% | -37.1% | +43.8% |
| All | +139.4% | +175.5% | -36.0% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling