+2,044.5%
QLD vs QSR
+218.5%
+1,826.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +2.4% | -1.9% | -1.0% |
| 30D | -0.1% | +7.6% | -7.8% | -5.0% |
| 3M | -8.4% | +12.6% | -21.0% | -16.2% |
| 6M | +32.2% | +14.4% | +17.8% | +18.6% |
| YTD | +28.9% | +19.6% | +9.3% | +11.5% |
| 1Y | +43.8% | +33.9% | +10.0% | +14.3% |
| 3Y | +176.6% | +27.1% | +149.5% | +122.1% |
| 5Y | +121.6% | +48.5% | +73.0% | +62.5% |
| 10Y | +1,652.9% | +126.2% | +1,526.7% | +850.2% |
| All | +2,044.5% | +218.5% | +1,826.0% | +874.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling