+121.0%
QLD vs P
+276.6%
-155.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +0.6% | +6.5% | -6.0% | -2.5% |
| 30D | -0.1% | +18.8% | -19.0% | -9.9% |
| 3M | -8.4% | +26.7% | -35.1% | -20.0% |
| 6M | +32.2% | +62.2% | -30.0% | -0.6% |
| YTD | +28.9% | +48.5% | -19.6% | -0.4% |
| 1Y | +43.8% | +26.4% | +17.4% | +15.0% |
| 3Y | +176.6% | +159.4% | +17.2% | +25.3% |
| All | +121.0% | +276.6% | -155.6% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling