-2.9%
QLD vs Q
+56.5%
-59.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.4% | -5.4% | -8.9% |
| 7D | -18.6% | -10.3% | -8.3% | -13.5% |
| 30D | -28.3% | -17.7% | -10.6% | -20.8% |
| 3M | -20.4% | -18.8% | -1.6% | -11.9% |
| 6M | -14.3% | -24.8% | +10.5% | -2.2% |
| YTD | +2.8% | +35.0% | -32.3% | -7.8% |
| 1Y | -1.2% | +10.7% | -11.9% | -4.3% |
| All | -2.9% | +56.5% | -59.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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