+2,029.0%
QLD vs P
+485.4%
+1,543.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +0.6% | +6.5% | -6.0% | -2.4% |
| 30D | -0.1% | +18.8% | -19.0% | -9.4% |
| 3M | -8.4% | +26.7% | -35.1% | -19.4% |
| 6M | +32.2% | +62.2% | -30.0% | +1.3% |
| YTD | +28.9% | +48.5% | -19.6% | +1.4% |
| 1Y | +43.8% | +26.4% | +17.4% | +17.4% |
| 3Y | +176.6% | +159.4% | +17.2% | +45.0% |
| 5Y | +121.6% | +275.8% | -154.2% | -3.1% |
| 10Y | +1,652.9% | +732.0% | +920.9% | +469.7% |
| All | +2,029.0% | +485.4% | +1,543.6% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling