+123.9%
QLD vs QSR
+45.8%
+78.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -1.8% | +5.9% | -7.7% | -6.0% |
| 3M | -1.8% | +10.5% | -12.3% | -9.8% |
| 6M | +36.9% | +7.7% | +29.2% | +26.6% |
| YTD | +28.7% | +16.8% | +11.9% | +10.5% |
| 1Y | +41.9% | +30.9% | +11.0% | +8.9% |
| 3Y | +184.2% | +28.2% | +156.0% | +105.1% |
| All | +123.9% | +45.8% | +78.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling