+43.8%
QLD vs QSR
+33.2%
+10.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.6% | +2.4% | -1.9% | +0.7% |
| 30D | -0.1% | +7.6% | -7.8% | +0.4% |
| 3M | -8.4% | +12.6% | -21.0% | -7.7% |
| 6M | +32.2% | +14.4% | +17.8% | +32.4% |
| YTD | +28.9% | +19.6% | +9.3% | +29.6% |
| 1Y | +43.8% | +33.9% | +10.0% | +44.6% |
| All | +43.8% | +33.2% | +10.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling