+576.4%
QLD vs REPL
+45.5%
+530.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.6% |
| 7D | -3.8% | +12.7% | -16.5% | -4.7% |
| 30D | -20.5% | +73.5% | -94.0% | -24.3% |
| 3M | -14.6% | +70.3% | -84.9% | -18.7% |
| 6M | -14.7% | +472.0% | -486.7% | -31.9% |
| YTD | +11.2% | +139.5% | -128.3% | -9.5% |
| 1Y | +7.1% | +167.3% | -160.2% | -14.0% |
| 3Y | +141.1% | +109.5% | +31.6% | +41.4% |
| 5Y | +84.3% | -29.9% | +114.2% | +31.0% |
| All | +576.4% | +45.5% | +530.9% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling