+121.0%
QLD vs REPL
-54.3%
+175.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +0.6% | -3.0% | +3.5% | +0.7% |
| 30D | -0.1% | +27.1% | -27.3% | -1.4% |
| 3M | -8.4% | +52.4% | -60.7% | -12.2% |
| 6M | +32.2% | +107.4% | -75.2% | +18.1% |
| YTD | +28.9% | +54.7% | -25.8% | +17.2% |
| 1Y | +43.8% | +158.9% | -115.0% | +22.0% |
| 3Y | +176.6% | -23.7% | +200.3% | +136.9% |
| All | +121.0% | -54.3% | +175.3% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling