+1,520.7%
QLD vs RACE
+670.3%
+850.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -10.9% |
| 7D | -18.6% | +5.7% | -24.2% | -22.0% |
| 30D | -28.3% | +9.3% | -37.6% | -33.3% |
| 3M | -20.4% | +3.8% | -24.2% | -23.1% |
| 6M | -14.3% | +29.8% | -44.1% | -31.9% |
| YTD | +2.8% | +15.6% | -12.9% | -12.1% |
| 1Y | -1.2% | +5.1% | -6.3% | -8.7% |
| 3Y | +135.3% | +30.8% | +104.5% | +64.1% |
| 5Y | +62.6% | +67.4% | -4.8% | -7.0% |
| 10Y | +1,384.3% | +793.6% | +590.7% | +218.6% |
| All | +1,520.7% | +670.3% | +850.4% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling