+67.2%
QLD vs RACE
+65.0%
+2.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.7% |
| 7D | -10.3% | +5.1% | -15.4% | -13.7% |
| 30D | -26.1% | +7.7% | -33.8% | -30.4% |
| 3M | -17.8% | +2.2% | -19.9% | -19.5% |
| 6M | -15.6% | +23.8% | -39.3% | -30.3% |
| YTD | +5.4% | +13.9% | -8.5% | -8.7% |
| 1Y | +5.2% | +3.8% | +1.5% | -1.2% |
| 3Y | +139.4% | +28.0% | +111.4% | +49.7% |
| All | +67.2% | +65.0% | +2.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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