+1,597.2%
QLD vs P
+449.6%
+1,147.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -16.4% | +3.7% | -5.2% |
| 7D | -18.6% | -31.9% | +13.3% | -3.3% |
| 30D | -28.3% | -36.5% | +8.2% | -12.4% |
| 3M | -20.4% | +11.6% | -32.0% | -26.8% |
| 6M | -14.3% | +25.2% | -39.5% | -26.9% |
| YTD | +2.8% | +39.4% | -36.7% | -18.0% |
| 1Y | -1.2% | -3.7% | +2.5% | -9.4% |
| 3Y | +135.3% | +167.3% | -32.0% | +19.4% |
| 5Y | +62.6% | +237.3% | -174.8% | -26.5% |
| 10Y | +1,384.3% | +698.6% | +685.7% | +387.7% |
| All | +1,597.2% | +449.6% | +1,147.6% | +460.5% |
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