+1,844.7%
QLD vs P
+557.5%
+1,287.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +4.1% |
| 7D | -9.4% | -19.4% | +10.0% | -0.4% |
| 30D | -17.1% | -22.3% | +5.3% | -7.7% |
| 3M | -10.4% | +33.2% | -43.6% | -24.0% |
| 6M | +0.7% | +53.6% | -52.9% | -21.8% |
| YTD | +17.7% | +66.8% | -49.0% | -13.5% |
| 1Y | +14.7% | +17.5% | -2.9% | -4.1% |
| 3Y | +169.6% | +219.7% | -50.1% | +26.0% |
| 5Y | +86.7% | +307.8% | -221.1% | -22.6% |
| 10Y | +1,600.8% | +855.3% | +745.5% | +414.7% |
| All | +1,844.7% | +557.5% | +1,287.3% | +491.5% |
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