+585.9%
QLD vs REPL
+36.8%
+549.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.0% | +1.2% | +5.8% | +6.8% |
| 30D | -14.3% | +92.2% | -106.5% | -19.0% |
| 3M | -16.0% | +44.1% | -60.1% | -18.9% |
| 6M | -14.2% | +313.0% | -327.3% | -29.2% |
| YTD | +12.8% | +125.2% | -112.4% | -7.9% |
| 1Y | +14.1% | +143.8% | -129.7% | -7.7% |
| 3Y | +146.0% | +104.2% | +41.8% | +43.6% |
| 5Y | +82.0% | -34.5% | +116.6% | +30.2% |
| All | +585.9% | +36.8% | +549.1% | +216.3% |
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