+40.3%
QLD vs QSR
+29.2%
+11.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.7% |
| 7D | +1.9% | -2.4% | +4.2% | +1.7% |
| 30D | -1.8% | +5.7% | -7.5% | -1.4% |
| 3M | -0.1% | +6.9% | -7.0% | +0.4% |
| 6M | +32.6% | +6.9% | +25.7% | +32.5% |
| YTD | +27.9% | +14.9% | +13.0% | +28.1% |
| 1Y | +40.3% | +29.1% | +11.2% | +38.5% |
| All | +40.3% | +29.2% | +11.0% | +38.5% |
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