+1,653.1%
QLD vs QSR
+211.4%
+1,441.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.2% |
| 7D | -10.3% | +7.3% | -17.6% | -14.4% |
| 30D | -26.1% | +11.9% | -38.0% | -31.6% |
| 3M | -17.8% | +7.5% | -25.2% | -22.3% |
| 6M | -15.6% | +2.5% | -18.0% | -18.7% |
| YTD | +5.4% | +17.0% | -11.6% | -8.3% |
| 1Y | +5.2% | +18.1% | -12.9% | -9.3% |
| 3Y | +139.4% | +28.6% | +110.8% | +89.4% |
| 5Y | +66.7% | +55.8% | +10.9% | +18.1% |
| 10Y | +1,422.1% | +140.5% | +1,281.6% | +692.4% |
| All | +1,653.1% | +211.4% | +1,441.7% | +701.6% |
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 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